+57.1%
D vs Z
+9.5%
+47.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -10.6% | +10.5% | +0.4% |
| 7D | +6.9% | -2.3% | +9.2% | +7.0% |
| 30D | +12.3% | +9.4% | +3.0% | +11.7% |
| 3M | +3.0% | -16.1% | +19.1% | +3.8% |
| 6M | +12.8% | -30.4% | +43.2% | +14.7% |
| YTD | +22.6% | -55.6% | +78.2% | +27.5% |
| 1Y | +21.7% | -58.5% | +80.2% | +27.0% |
| 3Y | +83.9% | -19.6% | +103.6% | +82.2% |
| 5Y | +14.0% | -54.1% | +68.1% | +14.4% |
| 10Y | +45.6% | -12.1% | +57.6% | +31.2% |
| All | +57.1% | +9.5% | +47.6% | +37.4% |
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