-64.8%
Z vs M
+27.3%
-92.1%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.6% | -4.7% | -2.8% |
| 7D | -3.0% | +4.7% | -7.7% | -4.1% |
| 30D | -4.2% | -9.6% | +5.5% | -1.8% |
| 3M | -3.7% | +0.9% | -4.6% | -4.3% |
| 6M | -24.5% | +22.3% | -46.8% | -28.8% |
| YTD | -49.3% | +6.5% | -55.8% | -50.8% |
| 1Y | -58.7% | +38.8% | -97.4% | -62.6% |
| 3Y | -34.1% | +115.9% | -150.0% | -49.9% |
| All | -64.8% | +27.3% | -92.1% | -67.5% |
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