-46.6%
NOK vs VT
+346.0%
-392.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.4% | +2.4% |
| 7D | -10.5% | -2.3% | -8.2% | -8.0% |
| 30D | -27.9% | -5.0% | -22.9% | -23.1% |
| 3M | -18.8% | -4.9% | -13.9% | -13.3% |
| 6M | -41.9% | -1.5% | -40.4% | -39.4% |
| YTD | +18.4% | +8.5% | +9.9% | +11.2% |
| 1Y | +10.9% | +11.4% | -0.5% | +1.2% |
| 3Y | +137.9% | +70.1% | +67.8% | +35.7% |
| 5Y | +47.8% | +53.7% | -5.9% | -5.0% |
| 10Y | +116.4% | +220.0% | -103.6% | -38.9% |
| All | -46.6% | +346.0% | -392.6% | -89.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling