+105.5%
B vs Z
-53.4%
+159.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.1% | -1.1% |
| 7D | -7.3% | +0.8% | -8.2% | -7.4% |
| 30D | -3.3% | +5.2% | -8.5% | -4.1% |
| 3M | -7.8% | -17.0% | +9.3% | -6.2% |
| 6M | -15.5% | -22.7% | +7.1% | -13.7% |
| YTD | -12.3% | -56.3% | +44.1% | -5.1% |
| 1Y | +5.4% | -57.7% | +63.0% | +14.2% |
| 3Y | +165.5% | -16.5% | +182.1% | +157.1% |
| All | +105.5% | -53.4% | +159.0% | +99.6% |
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