+16.9%
D vs Z
-58.2%
+75.1%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.8% | -4.3% | -0.6% |
| 7D | +0.8% | -5.2% | +5.9% | +0.7% |
| 30D | +10.7% | +5.7% | +5.0% | +11.1% |
| 3M | +2.3% | -8.7% | +11.0% | +2.0% |
| 6M | +12.5% | -26.0% | +38.5% | +10.7% |
| YTD | +20.1% | -55.0% | +75.1% | +14.5% |
| All | +16.9% | -58.2% | +75.1% | +11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling