-60.3%
Z vs BG
+6.5%
-66.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.7% | -3.8% | -6.0% |
| 7D | -6.5% | +5.0% | -11.4% | -5.1% |
| 30D | -0.1% | -3.2% | +3.1% | -1.2% |
| 3M | -14.1% | -11.2% | -2.9% | -17.3% |
| 6M | -30.1% | -19.4% | -10.6% | -33.9% |
| YTD | -57.5% | +13.6% | -71.2% | -60.3% |
| 1Y | -60.3% | +7.3% | -67.6% | -62.0% |
| All | -60.3% | +6.5% | -66.9% | -62.0% |
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