+11.9%
IR vs Z
-33.7%
+45.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.7% |
| 7D | -2.8% | -3.0% | +0.2% | -2.3% |
| 30D | -15.1% | -4.2% | -11.0% | -14.6% |
| 3M | +6.1% | -3.7% | +9.8% | +6.4% |
| 6M | -16.8% | -24.5% | +7.7% | -12.6% |
| YTD | -3.5% | -49.3% | +45.8% | +9.4% |
| 1Y | -3.5% | -58.7% | +55.2% | +14.0% |
| All | +11.9% | -33.7% | +45.6% | +24.6% |
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 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