+18.4%
A vs Z
-58.8%
+77.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.8% |
| 7D | -1.9% | -3.0% | +1.1% | -1.6% |
| 30D | +6.9% | -4.2% | +11.1% | +7.2% |
| 3M | +9.2% | -3.7% | +12.9% | +9.7% |
| 6M | +25.7% | -24.5% | +50.2% | +30.2% |
| YTD | +11.5% | -49.3% | +60.8% | +19.9% |
| 1Y | +18.4% | -58.7% | +77.0% | +26.4% |
| All | +18.4% | -58.8% | +77.2% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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