+138.6%
NOK vs XHB
+215.4%
-76.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.6% | +3.2% | +4.0% |
| 7D | +11.0% | -4.6% | +15.6% | +13.4% |
| 30D | +7.8% | -9.1% | +17.0% | +12.7% |
| 3M | -21.0% | -8.6% | -12.4% | -18.0% |
| 6M | +40.9% | -4.0% | +44.9% | +42.5% |
| YTD | +72.0% | -3.9% | +76.0% | +72.7% |
| 1Y | +140.9% | -16.5% | +157.4% | +158.4% |
| 3Y | +194.3% | +22.6% | +171.7% | +150.8% |
| 5Y | +112.5% | +33.9% | +78.6% | +69.0% |
| All | +138.6% | +215.4% | -76.8% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling