-83.6%
FIG vs NEM
+91.2%
-174.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.1% | +1.8% |
| 7D | -14.3% | +0.3% | -14.6% | -14.2% |
| 30D | -13.6% | +1.1% | -14.7% | -13.8% |
| 3M | -23.7% | +1.3% | -25.0% | -23.7% |
| 6M | -5.4% | -1.4% | -4.0% | -4.8% |
| YTD | -49.2% | +19.4% | -68.7% | -49.9% |
| 1Y | -57.4% | +32.9% | -90.3% | -58.5% |
| All | -83.6% | +91.2% | -174.8% | -72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling