-16.0%
Z vs M
-3.0%
-13.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.5% | -6.0% | -5.6% |
| 7D | -6.5% | +5.0% | -11.5% | -7.3% |
| 30D | -0.1% | +10.6% | -10.7% | -2.0% |
| 3M | -14.1% | +1.6% | -15.7% | -14.2% |
| 6M | -30.1% | +30.8% | -60.9% | -34.0% |
| YTD | -57.5% | +16.9% | -74.4% | -59.2% |
| 1Y | -60.3% | +26.3% | -86.6% | -62.6% |
| 3Y | -21.0% | +158.6% | -179.6% | -38.1% |
| 5Y | -54.9% | +2.1% | -57.0% | -59.4% |
| 10Y | -16.0% | -4.3% | -11.7% | -34.3% |
| All | -16.0% | -3.0% | -13.0% | -34.3% |
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