-31.6%
Z vs FGI
-70.3%
+38.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -5.0% | +14.4% | +9.6% |
| 7D | +10.2% | +3.3% | +6.8% | +10.0% |
| 30D | +23.7% | -2.0% | +25.7% | +23.7% |
| 3M | -6.6% | +60.3% | -66.8% | -10.1% |
| 6M | -23.0% | +0.7% | -23.8% | -25.1% |
| YTD | -50.3% | +30.2% | -80.5% | -52.8% |
| 1Y | -53.6% | +44.4% | -97.9% | -56.2% |
| 3Y | -10.1% | -0.4% | -9.7% | -16.7% |
| All | -31.6% | -70.3% | +38.7% | -33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling