-18.5%
Z vs BR
+275.8%
-294.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -1.8% |
| 7D | -4.9% | -1.3% | -3.7% | -4.1% |
| 30D | +3.0% | +13.7% | -10.7% | -5.2% |
| 3M | -13.4% | +13.8% | -27.2% | -20.1% |
| 6M | -27.3% | +29.7% | -57.0% | -38.7% |
| YTD | -57.8% | -12.6% | -45.2% | -54.2% |
| 1Y | -60.0% | -12.4% | -47.6% | -56.7% |
| 3Y | -21.5% | +14.1% | -35.6% | -28.8% |
| 5Y | -55.0% | +18.7% | -73.6% | -61.0% |
| All | -18.5% | +275.8% | -294.2% | -64.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling