-53.6%
Z vs BR
-14.2%
-39.3%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.0% | +6.4% | +7.2% |
| 7D | +10.2% | +7.0% | +3.2% | +5.1% |
| 30D | +23.7% | +19.0% | +4.7% | +10.7% |
| 3M | -6.6% | +13.1% | -19.7% | -13.5% |
| 6M | -23.0% | +24.6% | -47.6% | -32.9% |
| YTD | -50.3% | -13.6% | -36.7% | -48.3% |
| 1Y | -53.6% | -13.1% | -40.5% | -52.0% |
| All | -53.6% | -14.2% | -39.3% | -52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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