+153.4%
NOK vs VST
+300.2%
-146.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.0% |
| 7D | +11.0% | +19.2% | -8.2% | +8.3% |
| 30D | -16.0% | -17.2% | +1.1% | -14.1% |
| 3M | -19.8% | -8.1% | -11.6% | -18.7% |
| 6M | -37.1% | -8.1% | -29.0% | -36.2% |
| YTD | +28.0% | -16.3% | +44.2% | +30.1% |
| 1Y | +17.9% | -24.1% | +42.1% | +20.4% |
| All | +153.4% | +300.2% | -146.8% | +162.3% |
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