-79.1%
FIG vs NEM
+106.7%
-185.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.8% | -2.6% | -4.4% |
| 7D | -16.3% | +0.3% | -16.6% | -16.3% |
| 30D | -14.3% | +23.1% | -37.4% | -13.2% |
| 3M | +7.2% | +18.5% | -11.3% | +8.8% |
| 6M | -18.6% | +7.8% | -26.4% | -17.7% |
| YTD | -35.5% | +29.1% | -64.6% | -35.9% |
| 1Y | -55.8% | +72.7% | -128.5% | -49.1% |
| All | -79.1% | +106.7% | -185.8% | -64.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling