+36.5%
AR vs Z
+6.9%
+29.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.4% |
| 7D | -14.3% | -4.6% | -9.7% | -13.8% |
| 30D | +1.4% | +8.3% | -6.9% | -0.7% |
| 3M | +3.4% | -11.6% | +15.0% | +4.5% |
| 6M | -2.1% | -33.6% | +31.6% | +3.8% |
| YTD | +4.7% | -56.7% | +61.4% | +19.1% |
| 1Y | +10.6% | -59.1% | +69.7% | +27.0% |
| 3Y | +24.6% | -20.4% | +45.0% | +20.2% |
| 5Y | +71.9% | -55.3% | +127.2% | +77.1% |
| 10Y | +46.4% | -14.2% | +60.6% | +16.0% |
| All | +36.5% | +6.9% | +29.6% | +11.7% |
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