-80.9%
FIG vs NVD
-54.0%
-27.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.9% | -5.1% | -3.1% |
| 7D | -14.5% | +0.5% | -15.0% | -14.4% |
| 30D | -13.3% | -9.3% | -4.0% | -13.8% |
| 3M | +7.4% | -22.1% | +29.5% | +6.3% |
| 6M | -27.8% | -45.8% | +18.0% | -32.2% |
| YTD | -41.1% | -46.7% | +5.6% | -43.9% |
| 1Y | -58.7% | -59.5% | +0.7% | -58.8% |
| All | -80.9% | -54.0% | -27.0% | -81.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling