-16.0%
Z vs BR
+271.1%
-287.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.3% | -5.8% | -5.7% |
| 7D | -6.5% | +5.0% | -11.5% | -9.6% |
| 30D | -0.1% | +16.6% | -16.7% | -9.6% |
| 3M | -14.1% | +12.0% | -26.1% | -19.9% |
| 6M | -30.1% | +30.7% | -60.8% | -41.3% |
| YTD | -57.5% | -11.9% | -45.6% | -54.2% |
| 1Y | -60.3% | -11.6% | -48.8% | -57.4% |
| 3Y | -21.0% | +15.0% | -36.0% | -28.8% |
| 5Y | -54.9% | +18.1% | -73.0% | -60.9% |
| 10Y | -16.0% | +278.6% | -294.7% | -62.7% |
| All | -16.0% | +271.1% | -287.1% | -62.7% |
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