+60.7%
NOK vs VST
+633.9%
-573.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.3% |
| 7D | +5.4% | +6.6% | -1.2% | +4.2% |
| 30D | -14.1% | -12.4% | -1.8% | -12.2% |
| 3M | -23.6% | -9.0% | -14.6% | -22.2% |
| 6M | -45.1% | -6.4% | -38.7% | -44.2% |
| YTD | +24.7% | -17.2% | +41.9% | +27.6% |
| 1Y | +19.0% | -22.0% | +41.0% | +22.4% |
| 3Y | +147.0% | +296.7% | -149.6% | +61.8% |
| All | +60.7% | +633.9% | -573.1% | -14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling