-1.2%
Z vs BR
+191.0%
-192.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.2% | +0.1% |
| 7D | -3.0% | -5.3% | +2.3% | +0.5% |
| 30D | -4.2% | +6.4% | -10.6% | -8.0% |
| 3M | -3.7% | +13.6% | -17.3% | -11.4% |
| 6M | -24.5% | -6.7% | -17.8% | -21.6% |
| YTD | -49.3% | -21.1% | -28.2% | -41.4% |
| 1Y | -58.7% | -29.6% | -29.1% | -48.6% |
| 3Y | -34.1% | -2.4% | -31.8% | -34.2% |
| 5Y | -64.5% | +11.2% | -75.8% | -67.6% |
| All | -1.2% | +191.0% | -192.2% | -48.0% |
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