+32.8%
NET vs Z
-58.8%
+91.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.2% | -1.3% |
| 7D | -7.0% | -3.0% | -4.0% | -6.1% |
| 30D | -4.8% | -4.2% | -0.6% | -3.8% |
| 3M | +3.8% | -3.7% | +7.5% | +4.7% |
| 6M | +50.0% | -24.5% | +74.6% | +62.1% |
| YTD | +41.5% | -49.3% | +90.8% | +64.7% |
| 1Y | +32.8% | -58.7% | +91.5% | +58.3% |
| All | +32.8% | -58.8% | +91.7% | +58.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling