+123.8%
NOK vs VT
+223.7%
-99.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.6% | +4.2% | +3.9% |
| 7D | -1.4% | +0.4% | -1.8% | -1.5% |
| 30D | -21.0% | -2.6% | -18.4% | -18.1% |
| 3M | -12.6% | -3.2% | -9.4% | -8.5% |
| 6M | -36.2% | +0.9% | -37.1% | -35.2% |
| YTD | +26.4% | +11.3% | +15.1% | +16.3% |
| 1Y | +19.6% | +14.0% | +5.6% | +7.5% |
| 3Y | +152.6% | +75.8% | +76.7% | +44.5% |
| 5Y | +57.3% | +57.8% | -0.6% | +1.0% |
| 10Y | +123.8% | +219.8% | -96.0% | -37.0% |
| All | +123.8% | +223.7% | -99.9% | -37.0% |
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