+16.4%
B vs Z
-60.5%
+77.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -5.5% | -0.6% | -5.4% |
| 7D | +7.1% | -6.5% | +13.6% | +7.9% |
| 30D | -3.3% | -0.1% | -3.2% | -3.5% |
| 3M | -2.5% | -14.1% | +11.6% | -1.5% |
| 6M | -7.2% | -30.1% | +22.8% | -5.4% |
| YTD | -7.4% | -57.5% | +50.2% | +0.1% |
| 1Y | +16.4% | -60.3% | +76.8% | +26.7% |
| All | +16.4% | -60.5% | +77.0% | +26.7% |
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 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