-83.7%
FIG vs Z
-62.6%
-21.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.4% | +4.4% | +3.4% |
| 7D | -13.1% | -4.6% | -8.6% | -10.0% |
| 30D | -13.0% | +8.3% | -21.3% | -16.1% |
| 3M | -21.5% | -11.6% | -9.9% | -15.9% |
| 6M | -2.5% | -33.6% | +31.2% | +16.6% |
| YTD | -49.7% | -56.7% | +7.0% | -33.3% |
| 1Y | -59.1% | -59.1% | 0.0% | -45.5% |
| All | -83.7% | -62.6% | -21.2% | -78.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling