+136.5%
NOK vs VTEB
+25.5%
+111.0%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.4% | +4.4% | +4.5% |
| 7D | +11.0% | -0.9% | +11.9% | +11.9% |
| 30D | +7.8% | -2.5% | +10.4% | +10.5% |
| 3M | -21.0% | -3.0% | -18.0% | -18.7% |
| 6M | +40.9% | -2.1% | +43.0% | +44.0% |
| YTD | +72.0% | -1.5% | +73.5% | +74.8% |
| 1Y | +140.9% | +0.2% | +140.7% | +141.2% |
| 3Y | +194.3% | +8.6% | +185.7% | +173.9% |
| 5Y | +112.5% | +1.2% | +111.3% | +108.4% |
| 10Y | +137.7% | +18.1% | +119.6% | +170.2% |
| All | +136.5% | +25.5% | +111.0% | +220.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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