-58.5%
Z vs FGI
+51.0%
-109.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | 0.0% | -10.6% | -10.6% |
| 7D | -2.3% | -11.6% | +9.3% | -1.8% |
| 30D | +9.4% | -3.3% | +12.6% | +9.4% |
| 3M | -16.1% | +65.6% | -81.7% | -20.5% |
| 6M | -30.4% | -2.8% | -27.7% | -32.7% |
| YTD | -55.6% | +30.1% | -85.7% | -58.3% |
| 1Y | -58.5% | +50.2% | -108.7% | -62.8% |
| All | -58.5% | +51.0% | -109.5% | -62.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling