-15.6%
Z vs BG
+111.0%
-126.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +3.0% |
| 7D | +0.8% | +2.6% | -1.7% | +0.2% |
| 30D | +5.2% | -6.7% | +11.9% | +7.1% |
| 3M | -17.0% | -9.3% | -7.8% | -15.4% |
| 6M | -22.7% | -18.3% | -4.3% | -19.1% |
| YTD | -56.3% | +16.2% | -72.5% | -59.8% |
| 1Y | -57.7% | +7.6% | -65.2% | -60.0% |
| 3Y | -16.5% | +6.6% | -23.1% | -22.8% |
| 5Y | -53.4% | +22.2% | -75.6% | -60.9% |
| All | -15.6% | +111.0% | -126.6% | -51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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