-14.5%
Z vs BR
+266.7%
-281.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.0% | +2.8% | +3.1% |
| 7D | -5.2% | +4.4% | -9.6% | -7.9% |
| 30D | +5.7% | +16.3% | -10.5% | -4.1% |
| 3M | -8.7% | +16.2% | -25.0% | -17.0% |
| 6M | -26.0% | +30.3% | -56.3% | -37.8% |
| YTD | -55.0% | -12.2% | -42.8% | -51.4% |
| 1Y | -58.0% | -11.3% | -46.7% | -54.9% |
| 3Y | -15.2% | +15.2% | -30.4% | -23.6% |
| 5Y | -53.8% | +18.0% | -71.9% | -59.9% |
| 10Y | -14.5% | +268.7% | -283.2% | -62.9% |
| All | -14.5% | +266.7% | -281.2% | -62.9% |
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