+248.8%
XLF vs NOK
+144.6%
+104.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.8% | -4.1% | -0.2% |
| 7D | -1.5% | +11.0% | -12.4% | -3.3% |
| 30D | -1.2% | +7.8% | -9.0% | -2.6% |
| 3M | +9.2% | -21.0% | +30.2% | +12.8% |
| 6M | +16.3% | +40.9% | -24.6% | +5.6% |
| YTD | +5.4% | +72.0% | -66.6% | -8.4% |
| 1Y | +7.6% | +140.9% | -133.3% | -14.1% |
| 3Y | +74.2% | +194.3% | -120.1% | +31.1% |
| 5Y | +66.1% | +112.5% | -46.4% | +32.4% |
| All | +248.8% | +144.6% | +104.3% | +133.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NOK.
Daily Out/Under-Performance
Portfolio return minus NOK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOK 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 NOK 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