-14.0%
Z vs M
+0.4%
-14.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -5.9% | -4.8% | -9.4% |
| 7D | -2.3% | -2.1% | -0.1% | -1.6% |
| 30D | +9.4% | +7.7% | +1.6% | +8.0% |
| 3M | -16.1% | -4.4% | -11.7% | -15.1% |
| 6M | -30.4% | +27.5% | -57.9% | -34.0% |
| YTD | -55.6% | +12.8% | -68.4% | -57.0% |
| 1Y | -58.5% | +20.7% | -79.2% | -60.5% |
| 3Y | -19.6% | +111.3% | -130.9% | -34.3% |
| 5Y | -54.1% | -6.3% | -47.8% | -58.1% |
| All | -14.0% | +0.4% | -14.4% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling