+16.8%
F vs Z
-23.1%
+40.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +1.6% |
| 7D | +5.3% | -3.0% | +8.3% | +5.4% |
| 30D | +4.6% | -4.2% | +8.8% | +4.6% |
| 3M | -3.7% | -3.7% | 0.0% | -3.7% |
| 6M | +16.8% | -24.5% | +41.3% | +19.3% |
| All | +16.8% | -23.1% | +40.0% | +19.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling