+21.3%
AR vs Z
-58.8%
+80.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.8% |
| 7D | +2.5% | -3.0% | +5.5% | +2.4% |
| 30D | +14.8% | -4.2% | +19.0% | +14.7% |
| 3M | +6.2% | -3.7% | +9.9% | +6.2% |
| 6M | +4.3% | -24.5% | +28.8% | +3.7% |
| YTD | +14.4% | -49.3% | +63.7% | +14.3% |
| 1Y | +21.3% | -58.7% | +80.0% | +17.0% |
| All | +21.3% | -58.8% | +80.2% | +17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling