+11.7%
D vs Z
-53.4%
+65.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | 0.0% |
| 7D | -1.4% | +0.8% | -2.2% | -1.4% |
| 30D | +7.7% | +5.2% | +2.6% | +7.4% |
| 3M | -0.3% | -17.0% | +16.8% | +0.5% |
| 6M | +10.1% | -22.7% | +32.7% | +11.2% |
| YTD | +19.1% | -56.3% | +75.4% | +23.9% |
| 1Y | +15.9% | -57.7% | +73.6% | +20.8% |
| 3Y | +75.0% | -16.5% | +91.6% | +72.0% |
| All | +11.7% | -53.4% | +65.1% | +8.3% |
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