-80.3%
FIG vs NVD
-54.8%
-25.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +3.9% | -9.6% | -5.4% |
| 7D | -16.4% | -7.7% | -8.7% | -16.8% |
| 30D | -2.3% | -5.8% | +3.5% | -2.8% |
| 3M | +7.8% | -23.2% | +31.0% | +6.6% |
| 6M | -21.8% | -49.7% | +27.9% | -27.4% |
| YTD | -39.1% | -47.7% | +8.6% | -42.1% |
| 1Y | -56.6% | -61.3% | +4.7% | -56.0% |
| All | -80.3% | -54.8% | -25.5% | -81.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling