+1,046.7%
FIX vs Z
-55.0%
+1,101.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.8% | +5.6% | +8.7% |
| 7D | -7.2% | -5.2% | -2.1% | -6.6% |
| 30D | -35.1% | +5.7% | -40.8% | -36.4% |
| 3M | -34.3% | -8.7% | -25.5% | -34.1% |
| 6M | -42.9% | -26.0% | -17.0% | -40.5% |
| YTD | +19.5% | -55.0% | +74.5% | +38.6% |
| 1Y | +16.8% | -58.0% | +74.8% | +37.6% |
| 3Y | +506.7% | -15.2% | +521.9% | +487.3% |
| 5Y | +1,046.7% | -53.8% | +1,100.5% | +1,050.1% |
| All | +1,046.7% | -55.0% | +1,101.7% | +1,050.1% |
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 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