-79.9%
FIG vs NRG
-31.2%
-48.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.6% | +3.2% | +5.2% |
| 7D | -3.8% | -4.7% | +0.9% | -5.1% |
| 30D | -2.3% | -6.0% | +3.7% | -3.6% |
| 3M | +20.0% | -8.0% | +27.9% | +17.7% |
| 6M | -16.7% | -23.2% | +6.5% | -19.8% |
| YTD | -37.9% | -28.1% | -9.9% | -40.0% |
| 1Y | -58.5% | -27.3% | -31.3% | -58.3% |
| All | -79.9% | -31.2% | -48.8% | -80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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