-79.1%
FIG vs XYZ
+7.8%
-86.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.6% | -3.9% |
| 7D | -16.3% | -1.0% | -15.3% | -16.0% |
| 30D | -14.3% | -1.7% | -12.6% | -13.2% |
| 3M | +7.2% | +16.7% | -9.6% | -0.6% |
| 6M | -18.6% | +26.9% | -45.5% | -27.2% |
| YTD | -35.5% | +27.1% | -62.6% | -41.8% |
| 1Y | -55.8% | +9.3% | -65.0% | -55.3% |
| All | -79.1% | +7.8% | -86.9% | -78.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling