+24.6%
AR vs Z
-21.1%
+45.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.6% |
| 7D | -14.3% | -4.6% | -9.7% | -14.0% |
| 30D | +1.4% | +8.3% | -6.9% | +0.4% |
| 3M | +3.4% | -11.6% | +15.0% | +4.0% |
| 6M | -2.1% | -33.6% | +31.6% | +1.4% |
| YTD | +4.7% | -56.7% | +61.4% | +14.2% |
| 1Y | +10.6% | -59.1% | +69.7% | +21.5% |
| 3Y | +24.6% | -20.4% | +45.0% | +22.9% |
| All | +24.6% | -21.1% | +45.6% | +22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling