+156.4%
MAR vs Z
-67.0%
+223.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.4% | +4.2% | -1.1% |
| 7D | -1.7% | -3.3% | +1.5% | -1.2% |
| 30D | -6.9% | -3.7% | -3.2% | -6.5% |
| 3M | -15.8% | -7.0% | -8.8% | -15.2% |
| 6M | +1.9% | -29.5% | +31.5% | +7.9% |
| YTD | +6.6% | -52.6% | +59.2% | +21.0% |
| 1Y | +23.7% | -64.0% | +87.7% | +47.4% |
| 3Y | +64.6% | -36.4% | +101.0% | +71.8% |
| 5Y | +156.4% | -65.8% | +222.1% | +154.1% |
| All | +156.4% | -67.0% | +223.4% | +154.1% |
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