-80.8%
FIG vs NET
+30.2%
-111.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.6% | +7.8% | +6.1% |
| 7D | -4.7% | -16.4% | +11.7% | +0.8% |
| 30D | +0.5% | -25.8% | +26.4% | +10.3% |
| 3M | -18.4% | -11.5% | -6.9% | -16.4% |
| 6M | +10.9% | +18.9% | -8.0% | +0.5% |
| YTD | -40.8% | +35.2% | -76.0% | -50.6% |
| 1Y | -51.7% | +14.5% | -66.1% | -56.8% |
| All | -80.8% | +30.2% | -111.0% | -83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 NET 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