+48.5%
D vs Z
+25.1%
+23.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.3% |
| 7D | +0.4% | -3.0% | +3.4% | +0.6% |
| 30D | -3.6% | -4.2% | +0.6% | -3.4% |
| 3M | -1.0% | -3.7% | +2.7% | -1.0% |
| 6M | +6.3% | -24.5% | +30.8% | +7.6% |
| YTD | +14.7% | -49.3% | +64.0% | +18.6% |
| 1Y | +16.9% | -58.7% | +75.6% | +22.2% |
| 3Y | +56.8% | -34.1% | +90.9% | +57.3% |
| 5Y | +5.2% | -64.5% | +69.7% | +7.0% |
| 10Y | +35.9% | -0.5% | +36.3% | +21.8% |
| All | +48.5% | +25.1% | +23.4% | +29.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling