+21.3%
NOK vs VST
-35.7%
+57.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -13.8% | +11.2% | +2.3% |
| 7D | -10.4% | -15.7% | +5.3% | -5.1% |
| 30D | -19.0% | -17.0% | -2.0% | -13.0% |
| 3M | -16.7% | -15.9% | -0.9% | -10.6% |
| 6M | -37.1% | -25.0% | -12.1% | -31.4% |
| YTD | +27.7% | -25.1% | +52.8% | +38.1% |
| 1Y | +21.3% | -34.9% | +56.2% | +31.1% |
| All | +21.3% | -35.7% | +57.0% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 1y: compounded portfolio wealth divided by compounded VST 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…
1y analysis · Full analysis span regression · 6 months rolling