+132.9%
NOK vs FIGR
+5.9%
+127.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +9.3% | +14.9% | -5.5% | +7.6% |
| 30D | +17.9% | +32.3% | -14.4% | +13.8% |
| 3M | -22.3% | +34.8% | -57.1% | -25.0% |
| 6M | +36.4% | +16.8% | +19.6% | +32.3% |
| YTD | +66.3% | -6.7% | +73.0% | +59.4% |
| All | +132.9% | +5.9% | +127.0% | +122.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling