-52.0%
FIG vs XYZ
+29.4%
-81.4%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.8% | 0.0% | +1.2% |
| 7D | +3.4% | -1.1% | +4.5% | +4.0% |
| 30D | -9.5% | +11.5% | -21.0% | -14.6% |
| 3M | -26.2% | +1.8% | -28.0% | -26.9% |
| 6M | +2.7% | +21.2% | -18.5% | -5.0% |
| YTD | -48.0% | +29.9% | -77.9% | -52.0% |
| 1Y | -52.0% | +35.8% | -87.8% | -56.0% |
| All | -52.0% | +29.4% | -81.4% | -56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 1y: compounded portfolio wealth divided by compounded XYZ 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…
1y analysis · Full analysis span regression · 6 months rolling