+416.7%
MAR vs Z
+25.1%
+391.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.3% | +0.6% |
| 7D | -4.2% | -3.0% | -1.1% | -3.6% |
| 30D | -6.7% | -4.2% | -2.5% | -6.1% |
| 3M | -12.5% | -3.7% | -8.8% | -12.4% |
| 6M | +0.6% | -24.5% | +25.1% | +5.4% |
| YTD | +9.1% | -49.3% | +58.4% | +23.3% |
| 1Y | +26.2% | -58.7% | +84.9% | +48.0% |
| 3Y | +68.2% | -34.1% | +102.3% | +73.5% |
| 5Y | +163.9% | -64.5% | +228.5% | +189.6% |
| 10Y | +420.6% | -0.5% | +421.0% | +294.9% |
| All | +416.7% | +25.1% | +391.6% | +272.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling