-64.8%
Z vs BG
+76.3%
-141.1%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -2.0% |
| 7D | -3.0% | +2.8% | -5.8% | -3.3% |
| 30D | -4.2% | +12.0% | -16.2% | -5.5% |
| 3M | -3.7% | -7.7% | +4.0% | -2.8% |
| 6M | -24.5% | +4.5% | -29.0% | -25.4% |
| YTD | -49.3% | +35.7% | -85.0% | -52.4% |
| 1Y | -58.7% | +50.1% | -108.7% | -62.0% |
| 3Y | -34.1% | +12.6% | -46.7% | -37.3% |
| All | -64.8% | +76.3% | -141.1% | -71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling