+645.3%
B vs Z
+9.5%
+635.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -10.6% | +11.2% | +1.4% |
| 7D | +4.3% | -2.3% | +6.6% | +4.5% |
| 30D | -0.9% | +9.4% | -10.3% | -1.8% |
| 3M | -1.4% | -16.1% | +14.7% | -0.3% |
| 6M | +5.0% | -30.4% | +35.5% | +7.5% |
| YTD | -5.8% | -55.6% | +49.8% | -0.6% |
| 1Y | +25.6% | -58.5% | +84.1% | +33.2% |
| 3Y | +161.6% | -19.6% | +181.2% | +159.4% |
| 5Y | +135.2% | -54.1% | +189.4% | +136.9% |
| 10Y | +170.7% | -12.1% | +182.8% | +158.7% |
| All | +645.3% | +9.5% | +635.8% | +671.4% |
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