+62.6%
NDAQ vs Z
-55.4%
+118.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.7% |
| 7D | +0.8% | -4.6% | +5.4% | +1.6% |
| 30D | +16.5% | +8.3% | +8.2% | +14.4% |
| 3M | +13.5% | -11.6% | +25.1% | +15.4% |
| 6M | +20.9% | -33.6% | +54.6% | +29.2% |
| YTD | +11.4% | -56.7% | +68.1% | +28.0% |
| 1Y | +25.9% | -59.1% | +85.1% | +46.0% |
| 3Y | +119.9% | -20.4% | +140.2% | +117.0% |
| All | +62.6% | -55.4% | +118.0% | +65.8% |
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