-80.8%
FIG vs NI
+1.4%
-82.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.3% |
| 7D | -12.2% | -0.6% | -11.6% | -12.4% |
| 30D | -11.0% | -1.4% | -9.6% | -11.4% |
| 3M | +11.9% | -10.6% | +22.5% | +8.8% |
| 6M | -21.9% | -9.9% | -12.0% | -24.3% |
| YTD | -40.8% | +1.2% | -41.9% | -45.1% |
| 1Y | -56.6% | +4.4% | -61.1% | -60.6% |
| All | -80.8% | +1.4% | -82.2% | -83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 3y: compounded portfolio wealth divided by compounded NI 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…
3y analysis · Full analysis span regression · 6 months rolling