-83.2%
FIG vs NEM
+82.6%
-165.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.4% | +2.8% |
| 7D | +3.4% | -6.4% | +9.8% | +3.3% |
| 30D | -9.5% | +1.4% | -10.9% | -9.5% |
| 3M | -26.2% | -0.7% | -25.5% | -26.1% |
| 6M | +2.7% | -4.5% | +7.2% | +3.3% |
| YTD | -48.0% | +14.0% | -62.0% | -48.6% |
| 1Y | -52.0% | +27.3% | -79.3% | -53.4% |
| All | -83.2% | +82.6% | -165.8% | -71.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling