+184.5%
NOK vs VMC
+17.4%
+167.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.3% | +4.3% | +1.6% |
| 7D | +9.3% | -5.3% | +14.7% | +10.4% |
| 30D | +17.9% | -12.3% | +30.1% | +20.6% |
| 3M | -22.3% | -10.3% | -12.0% | -21.2% |
| 6M | +36.4% | -8.6% | +44.9% | +37.9% |
| YTD | +66.3% | -11.9% | +78.2% | +67.6% |
| 1Y | +134.4% | -13.9% | +148.3% | +137.4% |
| All | +184.5% | +17.4% | +167.1% | +150.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded VMC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling