-80.8%
FIG vs NVD
-51.9%
-28.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.5% | -3.9% | +0.9% |
| 7D | -12.2% | +9.0% | -21.3% | -11.6% |
| 30D | -11.0% | -5.5% | -5.5% | -11.2% |
| 3M | +11.9% | -24.6% | +36.5% | +9.8% |
| 6M | -21.9% | -42.1% | +20.2% | -26.1% |
| YTD | -40.8% | -44.3% | +3.6% | -43.4% |
| 1Y | -56.6% | -54.2% | -2.5% | -58.3% |
| All | -80.8% | -51.9% | -28.9% | -81.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling