+66.2%
A vs Z
-21.1%
+87.2%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.2% | +2.2% |
| 7D | -0.1% | -4.6% | +4.5% | +0.6% |
| 30D | +3.4% | +8.3% | -5.0% | +1.1% |
| 3M | +23.8% | -11.6% | +35.4% | +25.6% |
| 6M | +49.0% | -33.6% | +82.6% | +60.1% |
| YTD | +29.4% | -56.7% | +86.1% | +51.3% |
| 1Y | +19.4% | -59.1% | +78.5% | +41.2% |
| 3Y | +66.2% | -20.4% | +86.6% | +69.0% |
| All | +66.2% | -21.1% | +87.2% | +69.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling