-55.0%
Z vs BG
+21.6%
-76.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | -4.9% | +1.5% | -6.4% | -5.0% |
| 30D | +3.0% | -7.0% | +10.0% | +3.6% |
| 3M | -13.4% | -10.0% | -3.4% | -12.9% |
| 6M | -27.3% | -19.8% | -7.5% | -26.0% |
| YTD | -57.8% | +14.3% | -72.1% | -59.8% |
| 1Y | -60.0% | +6.5% | -66.5% | -61.4% |
| 3Y | -21.5% | +4.4% | -25.9% | -25.4% |
| 5Y | -55.0% | +20.2% | -75.2% | -62.4% |
| All | -55.0% | +21.6% | -76.6% | -62.4% |
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