+163.7%
NOK vs FIG
-74.1%
+237.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.3% | +4.3% | +1.0% |
| 7D | +9.3% | -14.5% | +23.8% | +9.0% |
| 30D | +17.9% | -13.3% | +31.2% | +17.6% |
| 3M | -22.3% | +7.4% | -29.7% | -21.8% |
| 6M | +36.4% | -27.8% | +64.2% | +39.9% |
| YTD | +66.3% | -41.1% | +107.4% | +71.9% |
| 1Y | +134.4% | -58.7% | +193.1% | +143.4% |
| All | +163.7% | -74.1% | +237.8% | +174.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 5y: compounded portfolio wealth divided by compounded FIG 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…
5y analysis · Full analysis span regression · 6 months rolling