+120.7%
MAR vs Z
-19.5%
+140.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.8% | -3.6% | -0.5% |
| 7D | +0.2% | -5.2% | +5.4% | +1.0% |
| 30D | +14.0% | +5.7% | +8.3% | +12.4% |
| 3M | +18.1% | -8.7% | +26.9% | +19.1% |
| 6M | +18.6% | -26.0% | +44.6% | +23.8% |
| YTD | +35.3% | -55.0% | +90.3% | +54.1% |
| 1Y | +44.5% | -58.0% | +102.5% | +66.3% |
| 3Y | +120.7% | -15.2% | +135.9% | +127.6% |
| All | +120.7% | -19.5% | +140.2% | +127.6% |
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