+157.6%
B vs Z
-64.8%
+222.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -2.0% |
| 7D | -1.6% | -3.0% | +1.4% | -1.3% |
| 30D | +9.4% | -4.2% | +13.6% | +9.8% |
| 3M | +5.0% | -3.7% | +8.7% | +5.1% |
| 6M | -3.5% | -24.5% | +21.0% | -1.4% |
| YTD | +4.5% | -49.3% | +53.8% | +10.7% |
| 1Y | +67.8% | -58.7% | +126.5% | +80.7% |
| 3Y | +196.7% | -34.1% | +230.8% | +196.5% |
| All | +157.6% | -64.8% | +222.4% | +142.7% |
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 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