+127.1%
NOK vs VST
+1,196.4%
-1,069.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.6% | +4.6% | +5.9% |
| 7D | +7.3% | +9.9% | -2.6% | +5.4% |
| 30D | +13.8% | +7.9% | +5.9% | +12.2% |
| 3M | -27.0% | +3.4% | -30.4% | -27.4% |
| 6M | +37.6% | -4.1% | +41.7% | +38.1% |
| YTD | +64.6% | -5.7% | +70.3% | +64.6% |
| 1Y | +132.0% | -18.9% | +150.9% | +136.0% |
| 3Y | +183.7% | +359.1% | -175.4% | +72.5% |
| 5Y | +101.3% | +766.9% | -665.6% | +0.5% |
| All | +127.1% | +1,196.4% | -1,069.3% | -2.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling