-51.7%
FIG vs NEM
+50.9%
-102.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +9.9% | -4.7% | +5.1% |
| 7D | -4.7% | +3.7% | -8.3% | -4.9% |
| 30D | +0.5% | +2.0% | -1.4% | +0.3% |
| 3M | -18.4% | +21.1% | -39.5% | -18.0% |
| 6M | +10.9% | +9.5% | +1.4% | +11.0% |
| YTD | -40.8% | +19.1% | -59.8% | -45.1% |
| 1Y | -51.7% | +51.1% | -102.8% | -61.4% |
| All | -51.7% | +50.9% | -102.6% | -61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 1y: compounded portfolio wealth divided by compounded NEM 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…
1y analysis · Full analysis span regression · 6 months rolling