+108.0%
NOK vs VT
+222.7%
-114.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | -1.8% | +0.4% | -2.2% | -2.2% |
| 30D | +4.7% | +1.0% | +3.7% | +3.7% |
| 3M | -39.7% | +2.4% | -42.0% | -40.4% |
| 6M | +23.1% | +12.0% | +11.1% | +11.1% |
| YTD | +55.0% | +15.3% | +39.7% | +35.9% |
| 1Y | +118.0% | +22.6% | +95.5% | +79.7% |
| 3Y | +170.5% | +74.7% | +95.8% | +54.0% |
| 5Y | +84.9% | +66.1% | +18.7% | +11.3% |
| All | +108.0% | +222.7% | -114.7% | -40.6% |
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