+73.2%
MAR vs Z
-32.8%
+106.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.3% | +0.5% |
| 7D | -4.2% | -3.0% | -1.1% | -3.6% |
| 30D | -6.7% | -4.2% | -2.5% | -6.2% |
| 3M | -12.5% | -3.7% | -8.8% | -12.4% |
| 6M | +0.6% | -24.5% | +25.1% | +5.2% |
| YTD | +9.1% | -49.3% | +58.4% | +22.8% |
| 1Y | +26.2% | -58.7% | +84.9% | +47.3% |
| All | +73.2% | -32.8% | +106.0% | +89.7% |
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