+138.0%
B vs Z
-55.4%
+193.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +3.0% | +0.8% |
| 7D | +9.6% | -4.6% | +14.1% | +10.1% |
| 30D | +3.5% | +8.3% | -4.8% | +2.4% |
| 3M | -1.6% | -11.6% | +10.0% | -0.7% |
| 6M | -1.7% | -33.6% | +32.0% | +2.0% |
| YTD | -5.3% | -56.7% | +51.4% | +2.4% |
| 1Y | +27.2% | -59.1% | +86.3% | +38.3% |
| 3Y | +166.1% | -20.4% | +186.5% | +159.1% |
| All | +138.0% | -55.4% | +193.4% | +131.0% |
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