+380.7%
ALL vs Z
+4.8%
+375.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -5.5% | +8.4% | +3.4% |
| 7D | -0.1% | -6.5% | +6.3% | +0.4% |
| 30D | +13.8% | -0.1% | +13.9% | +13.6% |
| 3M | -2.8% | -14.1% | +11.4% | -1.8% |
| 6M | +23.7% | -30.1% | +53.7% | +26.9% |
| YTD | +27.3% | -57.5% | +84.8% | +35.8% |
| 1Y | +30.5% | -60.3% | +90.9% | +40.1% |
| 3Y | +113.0% | -21.0% | +134.0% | +109.3% |
| 5Y | +157.6% | -54.9% | +212.5% | +160.0% |
| 10Y | +368.4% | -16.0% | +384.4% | +286.9% |
| All | +380.7% | +4.8% | +375.9% | +284.3% |
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