+25.1%
NOK vs VWO
+317.6%
-292.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.1% |
| 7D | +8.7% | -1.7% | +10.4% | +10.1% |
| 30D | +12.5% | -0.3% | +12.8% | +12.8% |
| 3M | -20.7% | +4.0% | -24.7% | -22.5% |
| 6M | +36.2% | +8.1% | +28.0% | +29.9% |
| YTD | +64.1% | +11.6% | +52.5% | +52.7% |
| 1Y | +132.4% | +16.2% | +116.2% | +109.5% |
| 3Y | +182.9% | +63.3% | +119.6% | +96.5% |
| 5Y | +102.8% | +33.4% | +69.4% | +64.4% |
| 10Y | +126.8% | +113.3% | +13.5% | +27.0% |
| All | +25.1% | +317.6% | -292.5% | -58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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