+6.5%
Z vs BR
+328.3%
-321.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.6% | -1.2% |
| 7D | -4.6% | +6.5% | -11.0% | -8.6% |
| 30D | +8.3% | +18.9% | -10.6% | -3.1% |
| 3M | -11.6% | +16.3% | -27.9% | -19.7% |
| 6M | -33.6% | +26.2% | -59.8% | -43.0% |
| YTD | -56.7% | -13.1% | -43.6% | -52.9% |
| 1Y | -59.1% | -10.5% | -48.7% | -56.4% |
| 3Y | -20.4% | +13.3% | -33.7% | -27.5% |
| 5Y | -55.3% | +19.9% | -75.2% | -61.4% |
| 10Y | -14.2% | +254.2% | -268.5% | -63.9% |
| All | +6.5% | +328.3% | -321.8% | -61.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling