-54.1%
Z vs M
-6.1%
-48.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -5.9% | -4.8% | -8.9% |
| 7D | -2.3% | -2.1% | -0.1% | -1.4% |
| 30D | +9.4% | +7.7% | +1.6% | +7.4% |
| 3M | -16.1% | -4.4% | -11.7% | -14.7% |
| 6M | -30.4% | +27.5% | -57.9% | -35.6% |
| YTD | -55.6% | +12.8% | -68.4% | -57.7% |
| 1Y | -58.5% | +20.7% | -79.2% | -61.4% |
| 3Y | -19.6% | +111.3% | -130.9% | -42.0% |
| 5Y | -54.1% | -6.3% | -47.8% | -62.4% |
| All | -54.1% | -6.1% | -48.0% | -62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling