-21.1%
NOK vs VO
+825.5%
-846.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.0% |
| 7D | +11.0% | +2.9% | +8.0% | +8.0% |
| 30D | -16.0% | +1.0% | -17.0% | -16.4% |
| 3M | -19.8% | -1.7% | -18.0% | -17.8% |
| 6M | -37.1% | +6.7% | -43.8% | -40.1% |
| YTD | +28.0% | +14.0% | +14.0% | +14.5% |
| 1Y | +17.9% | +13.7% | +4.3% | +5.8% |
| 3Y | +152.7% | +65.8% | +86.9% | +53.8% |
| 5Y | +62.3% | +36.6% | +25.7% | +19.7% |
| 10Y | +128.1% | +198.9% | -70.9% | -27.5% |
| All | -21.1% | +825.5% | -846.6% | -92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 all: compounded portfolio wealth divided by compounded VO 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…
all analysis · Full analysis span regression · 6 months rolling