-38.9%
Z vs FGI
-70.3%
+31.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | 0.0% | -10.6% | -10.6% |
| 7D | -2.3% | -11.6% | +9.3% | -1.9% |
| 30D | +9.4% | -3.3% | +12.6% | +9.4% |
| 3M | -16.1% | +65.6% | -81.7% | -19.4% |
| 6M | -30.4% | -2.8% | -27.7% | -32.3% |
| YTD | -55.6% | +30.1% | -85.7% | -57.8% |
| 1Y | -58.5% | +50.2% | -108.7% | -60.9% |
| 3Y | -19.6% | -0.4% | -19.2% | -25.6% |
| All | -38.9% | -70.3% | +31.4% | -40.1% |
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