+100.5%
NOK vs FGI
-70.4%
+170.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.5% | -4.9% | +2.5% |
| 7D | -1.8% | +0.5% | -2.3% | -1.8% |
| 30D | +4.7% | +65.4% | -60.7% | +2.6% |
| 3M | -39.7% | +23.5% | -63.2% | -40.6% |
| 6M | +23.1% | +60.5% | -37.5% | +19.9% |
| YTD | +55.0% | +30.0% | +25.0% | +51.5% |
| 1Y | +118.0% | +82.1% | +36.0% | +108.5% |
| 3Y | +170.5% | -4.4% | +174.9% | +159.3% |
| All | +100.5% | -70.4% | +170.8% | +96.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling