+30.8%
XLV vs NOK
+195.7%
-164.9%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.8% | -5.0% | -0.3% |
| 7D | -3.6% | +11.0% | -14.5% | -3.9% |
| 30D | -1.8% | +7.8% | -9.7% | -2.1% |
| 3M | +7.8% | -21.0% | +28.8% | +9.1% |
| 6M | +9.1% | +40.9% | -31.8% | +4.1% |
| YTD | +7.7% | +72.0% | -64.3% | +0.8% |
| 1Y | +20.4% | +140.9% | -120.5% | +7.4% |
| 3Y | +30.8% | +194.3% | -163.5% | +15.0% |
| All | +30.8% | +195.7% | -164.9% | +15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling