+169.4%
XLV vs NOK
+144.6%
+24.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.8% | -5.0% | -0.7% |
| 7D | -3.6% | +11.0% | -14.5% | -4.7% |
| 30D | -1.8% | +7.8% | -9.7% | -2.8% |
| 3M | +7.8% | -21.0% | +28.8% | +10.2% |
| 6M | +9.1% | +40.9% | -31.8% | +1.9% |
| YTD | +7.7% | +72.0% | -64.3% | -2.4% |
| 1Y | +20.4% | +140.9% | -120.5% | +3.0% |
| 3Y | +30.8% | +194.3% | -163.5% | +7.2% |
| 5Y | +34.6% | +112.5% | -77.9% | +14.6% |
| All | +169.4% | +144.6% | +24.8% | +105.4% |
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