+17.3%
A vs Z
-63.9%
+81.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.4% | +3.8% | -1.9% |
| 7D | -2.1% | -3.3% | +1.2% | -1.7% |
| 30D | +0.6% | -3.7% | +4.3% | +1.0% |
| 3M | +10.9% | -7.0% | +17.9% | +11.8% |
| 6M | +28.2% | -29.5% | +57.7% | +33.9% |
| YTD | +8.6% | -52.6% | +61.1% | +17.8% |
| All | +17.3% | -63.9% | +81.1% | +26.6% |
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