+75.9%
NOK vs VST
+1,022.7%
-946.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +1.3% |
| 7D | -2.7% | -6.0% | +3.3% | -1.7% |
| 30D | -20.4% | -18.8% | -1.6% | -17.0% |
| 3M | -9.6% | -8.0% | -1.6% | -7.8% |
| 6M | -35.6% | -10.9% | -24.7% | -33.9% |
| YTD | +27.5% | -18.3% | +45.8% | +31.5% |
| 1Y | +18.4% | -29.9% | +48.3% | +25.1% |
| 3Y | +151.8% | +290.3% | -138.5% | +58.9% |
| 5Y | +61.1% | +635.3% | -574.2% | -16.3% |
| 10Y | +123.7% | +1,162.4% | -1,038.7% | -0.3% |
| All | +75.9% | +1,022.7% | -946.8% | -22.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling