-80.9%
FIG vs XYZ
+3.4%
-84.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -2.7% |
| 7D | -14.5% | -3.7% | -10.7% | -12.5% |
| 30D | -13.3% | +0.5% | -13.8% | -13.6% |
| 3M | +7.4% | +16.3% | -8.9% | +0.3% |
| 6M | -27.8% | +21.1% | -48.9% | -33.7% |
| YTD | -41.1% | +22.0% | -63.1% | -45.5% |
| 1Y | -58.7% | +5.2% | -63.9% | -57.2% |
| All | -80.9% | +3.4% | -84.4% | -80.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling