-12.0%
A vs Z
-64.8%
+52.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.0% |
| 7D | -1.9% | -3.0% | +1.1% | -1.4% |
| 30D | +6.9% | -4.2% | +11.1% | +7.5% |
| 3M | +9.2% | -3.7% | +12.9% | +9.4% |
| 6M | +25.7% | -24.5% | +50.2% | +31.7% |
| YTD | +11.5% | -49.3% | +60.8% | +25.8% |
| 1Y | +18.4% | -58.7% | +77.0% | +38.6% |
| 3Y | +26.6% | -34.1% | +60.7% | +31.6% |
| All | -12.0% | -64.8% | +52.8% | -13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling