-20.4%
Z vs BR
+13.3%
-33.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.6% | -1.1% |
| 7D | -4.6% | +6.5% | -11.0% | -9.0% |
| 30D | +8.3% | +18.9% | -10.6% | -4.2% |
| 3M | -11.6% | +16.3% | -27.9% | -20.4% |
| 6M | -33.6% | +26.2% | -59.8% | -43.7% |
| YTD | -56.7% | -13.1% | -43.6% | -52.3% |
| 1Y | -59.1% | -10.5% | -48.7% | -56.1% |
| 3Y | -20.4% | +13.3% | -33.7% | -39.1% |
| All | -20.4% | +13.3% | -33.6% | -39.1% |
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