+119.0%
FE vs Z
+9.5%
+109.4%
-47.7%
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% | +0.6% |
| 7D | +0.6% | -2.3% | +2.8% | +0.7% |
| 30D | +6.4% | +9.4% | -2.9% | +5.6% |
| 3M | -0.5% | -16.1% | +15.6% | +0.4% |
| 6M | +4.7% | -30.4% | +35.2% | +6.9% |
| YTD | +8.4% | -55.6% | +64.0% | +13.8% |
| 1Y | +7.2% | -58.5% | +65.8% | +13.1% |
| 3Y | +44.9% | -19.6% | +64.5% | +42.4% |
| 5Y | +46.3% | -54.1% | +100.4% | +46.7% |
| 10Y | +110.3% | -12.1% | +122.3% | +79.8% |
| All | +119.0% | +9.5% | +109.4% | +80.1% |
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