-83.2%
FIG vs NI
+13.4%
-96.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.3% | +2.9% |
| 7D | +3.4% | +4.3% | -0.9% | +4.5% |
| 30D | -9.5% | +12.4% | -21.8% | -5.7% |
| 3M | -26.2% | +10.2% | -36.4% | -23.8% |
| 6M | +2.7% | -0.8% | +3.5% | +3.8% |
| YTD | -48.0% | +13.2% | -61.2% | -50.0% |
| 1Y | -52.0% | +10.1% | -62.1% | -53.2% |
| All | -83.2% | +13.4% | -96.6% | -84.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling