-33.6%
Z vs BR
+27.1%
-60.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.6% | -0.8% |
| 7D | -4.6% | +6.5% | -11.0% | -10.2% |
| 30D | +8.3% | +18.9% | -10.6% | -6.6% |
| 3M | -11.6% | +16.3% | -27.9% | -22.0% |
| 6M | -33.6% | +26.2% | -59.8% | -46.2% |
| All | -33.6% | +27.1% | -60.8% | -46.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling