-59.1%
Z vs BG
+4.9%
-64.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.3% |
| 7D | -4.6% | +2.5% | -7.1% | -3.8% |
| 30D | +8.3% | -6.1% | +14.4% | +6.2% |
| 3M | -11.6% | -8.5% | -3.1% | -14.1% |
| 6M | -33.6% | -20.4% | -13.2% | -37.5% |
| YTD | -56.7% | +13.3% | -70.0% | -59.5% |
| 1Y | -59.1% | +7.3% | -66.4% | -60.9% |
| All | -59.1% | +4.9% | -64.1% | -60.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling