+948.1%
FIX vs Z
-55.4%
+1,003.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.4% | +7.9% | +5.9% |
| 7D | -17.5% | -4.6% | -12.9% | -17.1% |
| 30D | -41.6% | +8.3% | -49.9% | -43.1% |
| 3M | -40.6% | -11.6% | -29.0% | -40.2% |
| 6M | -49.4% | -33.6% | -15.7% | -46.0% |
| YTD | +9.2% | -56.7% | +65.9% | +27.4% |
| 1Y | +6.5% | -59.1% | +65.6% | +25.9% |
| 3Y | +448.7% | -20.4% | +469.1% | +437.3% |
| All | +948.1% | -55.4% | +1,003.5% | +957.0% |
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