-80.9%
FIG vs NRG
-30.0%
-50.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.6% | +0.3% | -4.2% |
| 7D | -14.5% | +3.9% | -18.3% | -13.5% |
| 30D | -13.3% | -3.0% | -10.3% | -13.7% |
| 3M | +7.4% | -10.9% | +18.3% | +5.0% |
| 6M | -27.8% | -25.3% | -2.5% | -30.3% |
| YTD | -41.1% | -26.8% | -14.3% | -42.9% |
| 1Y | -58.7% | -23.3% | -35.4% | -56.4% |
| All | -80.9% | -30.0% | -50.9% | -81.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling