+95.4%
NDAQ vs Z
-32.8%
+128.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.3% | -1.5% |
| 7D | -2.4% | -3.0% | +0.6% | -1.9% |
| 30D | +2.5% | -4.2% | +6.6% | +3.0% |
| 3M | +9.9% | -3.7% | +13.6% | +10.1% |
| 6M | +9.4% | -24.5% | +33.9% | +13.7% |
| YTD | +0.4% | -49.3% | +49.7% | +10.8% |
| 1Y | +4.0% | -58.7% | +62.7% | +18.0% |
| All | +95.4% | -32.8% | +128.3% | +120.6% |
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