-4.4%
NOK vs VO
+827.2%
-831.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +2.9% |
| 7D | -1.8% | -0.3% | -1.5% | -1.5% |
| 30D | +4.7% | -0.3% | +5.0% | +5.2% |
| 3M | -39.7% | +2.9% | -42.6% | -40.9% |
| 6M | +23.1% | +9.3% | +13.7% | +14.1% |
| YTD | +55.0% | +14.2% | +40.8% | +37.6% |
| 1Y | +118.0% | +15.3% | +102.8% | +91.3% |
| 3Y | +170.5% | +56.2% | +114.2% | +73.6% |
| 5Y | +84.9% | +42.4% | +42.4% | +29.9% |
| 10Y | +112.0% | +194.7% | -82.8% | -32.0% |
| All | -4.4% | +827.2% | -831.7% | -90.9% |
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