+102.2%
NRK vs VT
+374.2%
-272.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -2.2% | +0.4% | -2.6% | -2.2% |
| 30D | -2.6% | +1.0% | -3.6% | -2.8% |
| 3M | -3.3% | +2.4% | -5.6% | -3.7% |
| 6M | -0.9% | +12.0% | -12.9% | -2.9% |
| YTD | +4.4% | +15.3% | -11.0% | +1.8% |
| 1Y | +13.8% | +22.6% | -8.8% | +9.8% |
| 3Y | +24.4% | +74.7% | -50.3% | +12.7% |
| 5Y | -3.8% | +66.1% | -69.9% | -12.6% |
| 10Y | +17.9% | +225.0% | -207.1% | -4.4% |
| All | +102.2% | +374.2% | -272.0% | +42.0% |
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