+113.6%
C vs Z
-54.5%
+168.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.3% |
| 7D | -0.4% | -13.1% | +12.6% | +2.2% |
| 30D | -5.3% | +5.9% | -11.2% | -6.8% |
| 3M | -8.0% | -13.7% | +5.7% | -6.3% |
| 6M | -0.3% | -27.1% | +26.9% | +4.7% |
| YTD | +8.6% | -56.8% | +65.4% | +25.7% |
| 1Y | +25.8% | -60.2% | +86.0% | +47.6% |
| 3Y | +221.2% | -19.7% | +240.9% | +218.1% |
| 5Y | +113.6% | -53.7% | +167.2% | +112.5% |
| All | +113.6% | -54.5% | +168.0% | +112.5% |
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