-58.5%
Z vs M
+28.8%
-87.3%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -5.9% | -4.8% | -8.7% |
| 7D | -2.3% | -2.1% | -0.1% | -1.3% |
| 30D | +9.4% | +7.7% | +1.6% | +7.8% |
| 3M | -16.1% | -4.4% | -11.7% | -15.8% |
| 6M | -30.4% | +27.5% | -57.9% | -33.5% |
| YTD | -55.6% | +12.8% | -68.4% | -56.9% |
| 1Y | -58.5% | +20.7% | -79.2% | -61.1% |
| All | -58.5% | +28.8% | -87.3% | -61.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling