+894.6%
FIX vs Z
-54.8%
+949.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -10.6% | -0.9% | -9.7% |
| 7D | -27.2% | -2.3% | -25.0% | -27.2% |
| 30D | -46.9% | +9.4% | -56.3% | -48.3% |
| 3M | -44.4% | -16.1% | -28.3% | -43.4% |
| 6M | -50.9% | -30.4% | -20.5% | -48.1% |
| YTD | +3.5% | -55.6% | +59.1% | +20.3% |
| 1Y | -2.1% | -58.5% | +56.4% | +15.6% |
| 3Y | +418.7% | -19.6% | +438.4% | +407.7% |
| 5Y | +894.6% | -54.1% | +948.7% | +897.9% |
| All | +894.6% | -54.8% | +949.3% | +897.9% |
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