+26.6%
MAR vs Z
-64.1%
+90.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | -0.5% | -7.1% | +6.6% | +0.5% |
| 30D | -4.7% | -4.8% | +0.1% | -4.1% |
| 3M | -15.6% | -9.3% | -6.3% | -14.7% |
| 6M | +1.2% | -29.0% | +30.2% | +6.3% |
| YTD | +7.5% | -52.9% | +60.4% | +19.6% |
| 1Y | +26.6% | -63.1% | +89.8% | +45.8% |
| All | +26.6% | -64.1% | +90.8% | +45.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling