+164.1%
MAR vs Z
-55.0%
+219.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.8% | -3.6% | -0.6% |
| 7D | +0.2% | -5.2% | +5.4% | +1.1% |
| 30D | +14.0% | +5.7% | +8.3% | +12.2% |
| 3M | +18.1% | -8.7% | +26.9% | +19.2% |
| 6M | +18.6% | -26.0% | +44.6% | +24.4% |
| YTD | +35.3% | -55.0% | +90.3% | +56.5% |
| 1Y | +44.5% | -58.0% | +102.5% | +69.2% |
| 3Y | +120.7% | -15.2% | +135.9% | +114.0% |
| 5Y | +164.1% | -53.8% | +217.9% | +172.8% |
| All | +164.1% | -55.0% | +219.1% | +172.8% |
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 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