+132.0%
NOK vs FGI
+93.1%
+38.9%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.9% | +4.3% | +6.2% |
| 7D | +7.3% | +5.2% | +2.1% | +7.2% |
| 30D | +13.8% | +65.2% | -51.4% | +12.1% |
| 3M | -27.0% | +30.2% | -57.2% | -28.0% |
| 6M | +37.6% | +87.8% | -50.2% | +35.8% |
| YTD | +64.6% | +32.5% | +32.1% | +62.8% |
| 1Y | +132.0% | +93.6% | +38.4% | +128.2% |
| All | +132.0% | +93.1% | +38.9% | +128.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling