-16.9%
Z vs BG
+100.9%
-117.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.5% |
| 7D | -13.1% | +3.4% | -16.4% | -13.9% |
| 30D | +5.9% | -3.8% | +9.6% | +6.8% |
| 3M | -13.7% | -9.6% | -4.1% | -11.9% |
| 6M | -27.1% | -19.5% | -7.6% | -23.5% |
| YTD | -56.8% | +14.6% | -71.4% | -60.1% |
| 1Y | -60.2% | +6.6% | -66.9% | -62.4% |
| 3Y | -19.7% | +4.7% | -24.4% | -25.3% |
| 5Y | -53.7% | +22.1% | -75.8% | -61.2% |
| 10Y | -16.9% | +109.2% | -126.0% | -51.6% |
| All | -16.9% | +100.9% | -117.8% | -51.6% |
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