+147.2%
AR vs Z
-64.8%
+212.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.5% |
| 7D | +2.5% | -3.0% | +5.5% | +2.8% |
| 30D | +14.8% | -4.2% | +19.0% | +15.1% |
| 3M | +6.2% | -3.7% | +9.9% | +6.2% |
| 6M | +4.3% | -24.5% | +28.8% | +7.2% |
| YTD | +14.4% | -49.3% | +63.7% | +23.6% |
| 1Y | +21.3% | -58.7% | +80.0% | +34.5% |
| 3Y | +39.8% | -34.1% | +73.9% | +41.8% |
| All | +147.2% | -64.8% | +212.0% | +130.9% |
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 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