+14.5%
FIX vs Z
-58.2%
+72.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.8% | +5.6% | +9.9% |
| 7D | -7.2% | -5.2% | -2.1% | -7.3% |
| 30D | -35.1% | +5.7% | -40.8% | -34.0% |
| 3M | -34.3% | -8.7% | -25.5% | -34.1% |
| 6M | -42.9% | -26.0% | -17.0% | -41.0% |
| YTD | +19.5% | -55.0% | +74.5% | +25.3% |
| All | +14.5% | -58.2% | +72.8% | +22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling