+64.3%
XLF vs NOK
+112.2%
-47.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.8% | -4.1% | -0.1% |
| 7D | -1.5% | +11.0% | -12.4% | -3.2% |
| 30D | -1.2% | +7.8% | -9.0% | -2.5% |
| 3M | +9.2% | -21.0% | +30.2% | +12.8% |
| 6M | +16.3% | +40.9% | -24.6% | +3.9% |
| YTD | +5.4% | +72.0% | -66.6% | -10.6% |
| 1Y | +7.6% | +140.9% | -133.3% | -18.5% |
| 3Y | +74.2% | +194.3% | -120.1% | +21.4% |
| All | +64.3% | +112.2% | -47.9% | +25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling