-60.3%
Z vs BR
-10.5%
-49.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.3% | -5.8% | -5.7% |
| 7D | -6.5% | +5.0% | -11.5% | -9.8% |
| 30D | -0.1% | +16.6% | -16.7% | -9.9% |
| 3M | -14.1% | +12.0% | -26.1% | -20.5% |
| 6M | -30.1% | +30.7% | -60.8% | -40.9% |
| YTD | -57.5% | -11.9% | -45.6% | -56.2% |
| 1Y | -60.3% | -11.6% | -48.8% | -59.2% |
| All | -60.3% | -10.5% | -49.8% | -59.2% |
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