+129.9%
NOK vs FIGR
+1.6%
+128.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.8% | -0.8% |
| 7D | +8.7% | +1.0% | +7.7% | +8.6% |
| 30D | +12.5% | +31.4% | -18.9% | +8.8% |
| 3M | -20.7% | +30.3% | -51.0% | -23.2% |
| 6M | +36.2% | -7.6% | +43.8% | +34.3% |
| YTD | +64.1% | -10.5% | +74.6% | +58.1% |
| All | +129.9% | +1.6% | +128.3% | +120.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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