-30.2%
Z vs FGI
-70.4%
+40.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +7.5% | -9.7% | -2.4% |
| 7D | -3.0% | +0.5% | -3.5% | -3.0% |
| 30D | -4.2% | +65.4% | -69.6% | -7.7% |
| 3M | -3.7% | +23.5% | -27.2% | -6.6% |
| 6M | -24.5% | +60.5% | -85.0% | -28.6% |
| YTD | -49.3% | +30.0% | -79.3% | -51.7% |
| 1Y | -58.7% | +82.1% | -140.7% | -61.8% |
| 3Y | -34.1% | -4.4% | -29.8% | -38.7% |
| All | -30.2% | -70.4% | +40.1% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling