+726.8%
B vs Z
+25.1%
+701.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -2.0% |
| 7D | -1.6% | -3.0% | +1.4% | -1.4% |
| 30D | +9.4% | -4.2% | +13.6% | +9.7% |
| 3M | +5.0% | -3.7% | +8.7% | +5.1% |
| 6M | -3.5% | -24.5% | +21.0% | -1.8% |
| YTD | +4.5% | -49.3% | +53.8% | +9.4% |
| 1Y | +67.8% | -58.7% | +126.5% | +78.1% |
| 3Y | +196.7% | -34.1% | +230.8% | +198.5% |
| 5Y | +151.9% | -64.5% | +216.5% | +156.5% |
| 10Y | +202.2% | -0.5% | +202.7% | +186.5% |
| All | +726.8% | +25.1% | +701.7% | +748.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling