+61.7%
DD vs Z
-64.8%
+126.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.7% |
| 7D | -3.5% | -3.0% | -0.5% | -3.1% |
| 30D | -10.3% | -4.2% | -6.1% | -9.9% |
| 3M | -7.5% | -3.7% | -3.8% | -7.4% |
| 6M | -8.0% | -24.5% | +16.5% | -4.4% |
| YTD | +10.5% | -49.3% | +59.8% | +22.3% |
| 1Y | +38.3% | -58.7% | +96.9% | +58.3% |
| 3Y | +42.5% | -34.1% | +76.6% | +47.2% |
| All | +61.7% | -64.8% | +126.5% | +46.8% |
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