+889.2%
XLV vs NOK
+55.1%
+834.1%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.8% | -5.0% | -0.9% |
| 7D | -3.6% | +11.0% | -14.5% | -5.1% |
| 30D | -1.8% | +7.8% | -9.7% | -3.1% |
| 3M | +7.8% | -21.0% | +28.8% | +10.6% |
| 6M | +9.1% | +40.9% | -31.8% | +1.0% |
| YTD | +7.7% | +72.0% | -64.3% | -3.6% |
| 1Y | +20.4% | +140.9% | -120.5% | +1.3% |
| 3Y | +30.8% | +194.3% | -163.5% | +5.1% |
| 5Y | +34.6% | +112.5% | -77.9% | +12.7% |
| 10Y | +173.4% | +137.7% | +35.7% | +108.7% |
| All | +889.2% | +55.1% | +834.1% | +448.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling