-14.5%
Z vs BG
+95.6%
-110.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.1% | +1.7% | +3.2% |
| 7D | -5.2% | +7.4% | -12.6% | -7.0% |
| 30D | +5.7% | -1.5% | +7.2% | +6.0% |
| 3M | -8.7% | -6.1% | -2.7% | -7.9% |
| 6M | -26.0% | -18.0% | -8.0% | -22.8% |
| YTD | -55.0% | +15.6% | -70.7% | -58.6% |
| 1Y | -58.0% | +9.6% | -67.5% | -60.6% |
| 3Y | -15.2% | +6.3% | -21.5% | -21.4% |
| 5Y | -53.8% | +24.6% | -78.4% | -61.6% |
| 10Y | -14.5% | +98.1% | -112.7% | -50.1% |
| All | -14.5% | +95.6% | -110.2% | -50.1% |
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