+127.9%
NOK vs VST
+1,139.0%
-1,011.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.3% |
| 7D | +5.4% | +6.6% | -1.2% | +4.0% |
| 30D | -14.1% | -12.4% | -1.8% | -11.8% |
| 3M | -23.6% | -9.0% | -14.6% | -21.9% |
| 6M | -45.1% | -6.4% | -38.7% | -44.2% |
| YTD | +24.7% | -17.2% | +41.9% | +28.3% |
| 1Y | +19.0% | -22.0% | +41.0% | +23.4% |
| 3Y | +147.0% | +296.7% | -149.6% | +54.5% |
| 5Y | +58.2% | +637.6% | -579.4% | -18.5% |
| All | +127.9% | +1,139.0% | -1,011.1% | -0.8% |
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