-64.8%
Z vs BR
+11.2%
-76.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.2% | +0.6% |
| 7D | -3.0% | -5.3% | +2.3% | +1.3% |
| 30D | -4.2% | +6.4% | -10.6% | -8.8% |
| 3M | -3.7% | +13.6% | -17.3% | -13.2% |
| 6M | -24.5% | -6.7% | -17.8% | -20.8% |
| YTD | -49.3% | -21.1% | -28.2% | -39.0% |
| 1Y | -58.7% | -29.6% | -29.1% | -45.2% |
| 3Y | -34.1% | -2.4% | -31.8% | -36.2% |
| All | -64.8% | +11.2% | -76.0% | -70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling