+369.1%
ALL vs Z
+6.9%
+362.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.4% | -2.0% | -4.2% |
| 7D | -1.9% | -4.6% | +2.6% | -1.6% |
| 30D | +13.8% | +8.3% | +5.5% | +12.8% |
| 3M | -7.0% | -11.6% | +4.6% | -6.2% |
| 6M | +18.0% | -33.6% | +51.7% | +21.7% |
| YTD | +24.2% | -56.7% | +80.9% | +32.4% |
| 1Y | +31.2% | -59.1% | +90.3% | +40.4% |
| 3Y | +107.5% | -20.4% | +127.9% | +103.8% |
| 5Y | +144.8% | -55.3% | +200.1% | +147.5% |
| 10Y | +375.8% | -14.2% | +390.0% | +292.3% |
| All | +369.1% | +6.9% | +362.2% | +274.5% |
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