+27.6%
IR vs Z
-21.1%
+48.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.8% | +1.8% |
| 7D | +3.7% | -4.6% | +8.2% | +4.3% |
| 30D | +7.4% | +8.3% | -0.9% | +5.1% |
| 3M | -5.9% | -11.6% | +5.7% | -4.7% |
| 6M | +5.6% | -33.6% | +39.2% | +13.0% |
| YTD | +4.8% | -56.7% | +61.5% | +21.6% |
| 1Y | +6.9% | -59.1% | +66.1% | +25.4% |
| 3Y | +27.6% | -20.4% | +47.9% | +39.4% |
| All | +27.6% | -21.1% | +48.6% | +39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling