+62.1%
D vs Z
-33.7%
+95.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.3% |
| 7D | +1.5% | -3.0% | +4.5% | +1.6% |
| 30D | -2.6% | -4.2% | +1.6% | -2.5% |
| 3M | 0.0% | -3.7% | +3.7% | +0.1% |
| 6M | +7.4% | -24.5% | +31.9% | +8.7% |
| YTD | +15.9% | -49.3% | +65.2% | +20.1% |
| 1Y | +18.1% | -58.7% | +76.8% | +24.2% |
| All | +62.1% | -33.7% | +95.8% | +43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling