+61.1%
NEM vs FIGR
+6.3%
+54.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.4% | -7.2% | -1.5% |
| 7D | +3.9% | +13.5% | -9.7% | +2.4% |
| 30D | +12.7% | +33.7% | -21.0% | +9.3% |
| 3M | +28.7% | +37.3% | -8.7% | +24.2% |
| 6M | +9.8% | +25.5% | -15.8% | +6.5% |
| YTD | +28.1% | -6.3% | +34.4% | +25.2% |
| All | +61.1% | +6.3% | +54.8% | +55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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