+140.9%
NOK vs FIGR
-3.1%
+144.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -4.6% | +9.5% | +5.3% |
| 7D | +11.0% | -3.0% | +14.0% | +11.3% |
| 30D | +7.8% | +13.7% | -5.8% | +6.0% |
| 3M | -21.0% | +23.9% | -44.9% | -23.1% |
| 6M | +40.9% | -8.4% | +49.3% | +39.4% |
| YTD | +72.0% | -14.6% | +86.6% | +66.6% |
| 1Y | +140.9% | +12.1% | +128.8% | +132.4% |
| All | +140.9% | -3.1% | +144.0% | +132.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling