-2.5%
NOK vs VYM
+484.2%
-486.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.7% |
| 7D | +8.7% | -1.9% | +10.6% | +10.9% |
| 30D | +12.5% | -2.6% | +15.1% | +15.7% |
| 3M | -20.7% | +3.6% | -24.3% | -23.7% |
| 6M | +36.2% | +8.7% | +27.5% | +25.2% |
| YTD | +64.1% | +14.1% | +50.0% | +43.2% |
| 1Y | +132.4% | +17.8% | +114.6% | +95.5% |
| 3Y | +182.9% | +64.5% | +118.3% | +64.3% |
| 5Y | +102.8% | +77.5% | +25.3% | +9.3% |
| 10Y | +126.8% | +206.1% | -79.3% | -36.9% |
| All | -2.5% | +484.2% | -486.7% | -86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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