+13.1%
D vs Z
-54.7%
+67.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.7% |
| 7D | -3.1% | -4.9% | +1.9% | -2.8% |
| 30D | +8.4% | +3.0% | +5.4% | +8.2% |
| 3M | +0.2% | -13.4% | +13.6% | +0.8% |
| 6M | +9.5% | -27.3% | +36.8% | +10.9% |
| YTD | +18.8% | -57.8% | +76.6% | +23.9% |
| 1Y | +14.7% | -60.0% | +74.7% | +19.9% |
| 3Y | +72.9% | -21.5% | +94.5% | +70.6% |
| 5Y | +13.1% | -55.0% | +68.1% | +10.0% |
| All | +13.1% | -54.7% | +67.9% | +10.0% |
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