-16.5%
Z vs BR
+14.9%
-31.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.1% |
| 7D | +0.8% | +1.1% | -0.2% | +0.1% |
| 30D | +5.2% | +14.4% | -9.2% | -4.4% |
| 3M | -17.0% | +12.4% | -29.5% | -23.6% |
| 6M | -22.7% | +35.4% | -58.1% | -37.6% |
| YTD | -56.3% | -12.2% | -44.2% | -52.3% |
| 1Y | -57.7% | -12.7% | -44.9% | -53.5% |
| 3Y | -16.5% | +14.3% | -30.8% | -30.4% |
| All | -16.5% | +14.9% | -31.5% | -30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling