+169.8%
NOK vs VT
+75.0%
+94.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | -1.8% | +0.4% | -2.2% | -2.3% |
| 30D | +4.7% | +1.0% | +3.7% | +3.6% |
| 3M | -39.7% | +2.4% | -42.0% | -40.6% |
| 6M | +23.1% | +12.0% | +11.1% | +11.5% |
| YTD | +55.0% | +15.3% | +39.7% | +36.8% |
| 1Y | +118.0% | +22.6% | +95.5% | +82.0% |
| All | +169.8% | +75.0% | +94.8% | +50.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling