-58.7%
FIG vs Z
-64.1%
+5.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -2.8% |
| 7D | -14.5% | -7.1% | -7.4% | -10.5% |
| 30D | -13.3% | -4.8% | -8.5% | -10.7% |
| 3M | +7.4% | -9.3% | +16.8% | +13.5% |
| 6M | -27.8% | -29.0% | +1.2% | -15.5% |
| YTD | -41.1% | -52.9% | +11.8% | -19.9% |
| 1Y | -58.7% | -63.1% | +4.4% | -39.1% |
| All | -58.7% | -64.1% | +5.4% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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