-79.9%
FIG vs NVD
-51.8%
-28.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.3% | +4.5% | +4.8% |
| 7D | -3.8% | +10.8% | -14.6% | -3.0% |
| 30D | -2.3% | +0.8% | -3.1% | -2.3% |
| 3M | +20.0% | -20.8% | +40.8% | +18.5% |
| 6M | -16.7% | -41.2% | +24.5% | -21.0% |
| YTD | -37.9% | -44.2% | +6.3% | -40.7% |
| 1Y | -58.5% | -54.2% | -4.4% | -60.1% |
| All | -79.9% | -51.8% | -28.1% | -80.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling