+8.4%
LOW vs Z
-67.0%
+75.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.4% | +4.7% | -0.4% |
| 7D | +0.4% | -3.3% | +3.6% | +1.0% |
| 30D | -10.1% | -3.7% | -6.4% | -9.5% |
| 3M | -2.9% | -7.0% | +4.1% | -1.8% |
| 6M | -19.4% | -29.5% | +10.1% | -14.1% |
| YTD | -15.4% | -52.6% | +37.1% | -2.7% |
| 1Y | -24.9% | -64.0% | +39.1% | -8.6% |
| 3Y | -7.8% | -36.4% | +28.6% | -3.2% |
| 5Y | +8.4% | -65.8% | +74.1% | +8.9% |
| All | +8.4% | -67.0% | +75.4% | +8.9% |
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