+15.2%
D vs Z
-55.4%
+70.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -1.4% |
| 7D | +3.0% | -4.6% | +7.5% | +3.2% |
| 30D | +11.5% | +8.3% | +3.2% | +11.0% |
| 3M | +3.7% | -11.6% | +15.3% | +4.2% |
| 6M | +13.5% | -33.6% | +47.2% | +15.6% |
| YTD | +20.7% | -56.7% | +77.4% | +25.7% |
| 1Y | +18.2% | -59.1% | +77.4% | +23.4% |
| 3Y | +73.3% | -20.4% | +93.7% | +70.9% |
| All | +15.2% | -55.4% | +70.6% | +12.5% |
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