-55.8%
FIG vs NVD
-61.9%
+6.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.4% | -3.0% | -4.5% |
| 7D | -16.3% | -11.1% | -5.2% | -17.3% |
| 30D | -14.3% | -13.3% | -1.1% | -15.4% |
| 3M | +7.2% | -19.8% | +27.0% | +6.6% |
| 6M | -18.6% | -48.8% | +30.2% | -25.5% |
| YTD | -35.5% | -49.7% | +14.2% | -39.8% |
| 1Y | -55.8% | -61.4% | +5.6% | -59.1% |
| All | -55.8% | -61.9% | +6.1% | -59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 1y: compounded portfolio wealth divided by compounded NVD 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…
1y analysis · Full analysis span regression · 6 months rolling