-58.7%
Z vs BR
-29.1%
-29.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.2% | -0.1% |
| 7D | -3.0% | -5.3% | +2.3% | +0.2% |
| 30D | -4.2% | +6.4% | -10.6% | -7.5% |
| 3M | -3.7% | +13.6% | -17.3% | -11.1% |
| 6M | -24.5% | -6.7% | -17.8% | -23.2% |
| YTD | -49.3% | -21.1% | -28.2% | -42.1% |
| 1Y | -58.7% | -29.6% | -29.1% | -46.3% |
| All | -58.7% | -29.1% | -29.6% | -46.3% |
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