+112.5%
NET vs Z
-64.8%
+177.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.2% | -0.8% |
| 7D | -7.0% | -3.0% | -4.0% | -5.4% |
| 30D | -4.8% | -4.2% | -0.6% | -3.1% |
| 3M | +3.8% | -3.7% | +7.5% | +4.3% |
| 6M | +50.0% | -24.5% | +74.6% | +72.7% |
| YTD | +41.5% | -49.3% | +90.8% | +100.8% |
| 1Y | +32.8% | -58.7% | +91.5% | +109.3% |
| 3Y | +335.9% | -34.1% | +370.0% | +354.1% |
| All | +112.5% | -64.8% | +177.3% | +132.8% |
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