+366.9%
A vs Z
+6.9%
+360.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.2% | +2.2% |
| 7D | -0.1% | -4.6% | +4.5% | +0.5% |
| 30D | +3.4% | +8.3% | -5.0% | +1.3% |
| 3M | +23.8% | -11.6% | +35.4% | +25.4% |
| 6M | +49.0% | -33.6% | +82.6% | +58.0% |
| YTD | +29.4% | -56.7% | +86.1% | +46.9% |
| 1Y | +19.4% | -59.1% | +78.5% | +36.8% |
| 3Y | +66.2% | -20.4% | +86.6% | +65.5% |
| 5Y | +15.8% | -55.3% | +71.1% | +21.5% |
| 10Y | +326.1% | -14.2% | +340.3% | +257.4% |
| All | +366.9% | +6.9% | +360.0% | +262.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling