+6.5%
Z vs BG
+72.0%
-65.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.6% |
| 7D | -4.6% | +2.5% | -7.1% | -5.2% |
| 30D | +8.3% | -6.1% | +14.4% | +9.9% |
| 3M | -11.6% | -8.5% | -3.1% | -10.2% |
| 6M | -33.6% | -20.4% | -13.2% | -30.4% |
| YTD | -56.7% | +13.3% | -70.0% | -59.6% |
| 1Y | -59.1% | +7.3% | -66.4% | -61.3% |
| 3Y | -20.4% | +2.6% | -22.9% | -25.1% |
| 5Y | -55.3% | +22.0% | -77.2% | -61.9% |
| 10Y | -14.2% | +91.8% | -106.0% | -46.0% |
| All | +6.5% | +72.0% | -65.5% | -32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling