+127.9%
NOK vs VT
+221.8%
-93.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.2% |
| 7D | +5.4% | +2.4% | +3.0% | +2.8% |
| 30D | -14.1% | -1.5% | -12.6% | -12.1% |
| 3M | -23.6% | -4.1% | -19.5% | -19.2% |
| 6M | -45.1% | +0.6% | -45.7% | -44.1% |
| YTD | +24.7% | +11.0% | +13.7% | +15.1% |
| 1Y | +19.0% | +13.3% | +5.7% | +7.6% |
| 3Y | +147.0% | +73.4% | +73.6% | +43.5% |
| 5Y | +58.2% | +57.4% | +0.7% | +1.9% |
| All | +127.9% | +221.8% | -93.8% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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