+175.9%
B vs Z
-19.0%
+194.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -1.8% |
| 7D | -2.7% | -13.1% | +10.4% | -1.2% |
| 30D | -4.3% | +5.9% | -10.2% | -5.1% |
| 3M | -2.3% | -13.7% | +11.4% | -1.2% |
| 6M | -16.2% | -27.1% | +10.9% | -14.0% |
| YTD | -8.8% | -56.8% | +48.0% | -1.5% |
| 1Y | +11.4% | -60.2% | +71.6% | +21.2% |
| All | +175.9% | -19.0% | +194.9% | +148.1% |
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