+162.4%
ALL vs Z
-53.4%
+215.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.1% | +0.1% |
| 7D | +5.0% | +0.8% | +4.2% | +4.9% |
| 30D | +13.3% | +5.2% | +8.1% | +12.8% |
| 3M | +3.2% | -17.0% | +20.2% | +4.2% |
| 6M | +25.3% | -22.7% | +48.0% | +26.8% |
| YTD | +30.5% | -56.3% | +86.8% | +36.7% |
| 1Y | +29.2% | -57.7% | +86.9% | +35.5% |
| 3Y | +119.1% | -16.5% | +135.7% | +113.5% |
| All | +162.4% | -53.4% | +215.9% | +152.7% |
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 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