+9.2%
Z vs BR
+336.2%
-327.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +2.4% | -13.1% | -12.3% |
| 7D | -2.3% | +8.9% | -11.1% | -7.8% |
| 30D | +9.4% | +22.2% | -12.9% | -4.0% |
| 3M | -16.1% | +19.4% | -35.5% | -25.1% |
| 6M | -30.4% | +29.1% | -59.5% | -41.2% |
| YTD | -55.6% | -11.5% | -44.1% | -52.3% |
| 1Y | -58.5% | -9.3% | -49.3% | -56.2% |
| 3Y | -19.6% | +15.6% | -35.2% | -27.8% |
| 5Y | -54.1% | +22.1% | -76.3% | -60.9% |
| 10Y | -12.1% | +260.8% | -272.9% | -63.4% |
| All | +9.2% | +336.2% | -327.1% | -60.6% |
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 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