+76.0%
D vs Z
-19.0%
+95.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.1% | -0.5% |
| 7D | -2.4% | -13.1% | +10.6% | -1.8% |
| 30D | +9.0% | +5.9% | +3.1% | +8.8% |
| 3M | +1.0% | -13.7% | +14.6% | +1.4% |
| 6M | +11.0% | -27.1% | +38.1% | +12.2% |
| YTD | +19.8% | -56.8% | +76.6% | +24.4% |
| 1Y | +16.0% | -60.2% | +76.2% | +21.0% |
| All | +76.0% | -19.0% | +95.1% | +56.8% |
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