+169.8%
NOK vs VST
+372.0%
-202.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.5% | -0.9% | +2.3% |
| 7D | -1.8% | +8.9% | -10.7% | -2.5% |
| 30D | +4.7% | +6.2% | -1.5% | +4.1% |
| 3M | -39.7% | -2.7% | -36.9% | -39.5% |
| 6M | +23.1% | -8.4% | +31.4% | +23.6% |
| YTD | +55.0% | -7.2% | +62.2% | +55.3% |
| 1Y | +118.0% | -20.9% | +138.9% | +119.4% |
| All | +169.8% | +372.0% | -202.2% | +138.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling