-80.3%
FIG vs NI
+2.5%
-82.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.2% | -6.9% | -5.2% |
| 7D | -16.4% | +2.3% | -18.7% | -15.6% |
| 30D | -2.3% | -1.7% | -0.7% | -2.7% |
| 3M | +7.8% | -8.0% | +15.8% | +5.9% |
| 6M | -21.8% | -8.6% | -13.2% | -23.9% |
| YTD | -39.1% | +2.3% | -41.5% | -43.3% |
| 1Y | -56.6% | +6.9% | -63.6% | -60.4% |
| All | -80.3% | +2.5% | -82.8% | -82.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling