+18.9%
NET vs Z
-25.5%
+44.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +9.4% | -12.0% | -3.9% |
| 7D | -16.4% | +10.2% | -26.5% | -17.7% |
| 30D | -25.8% | +23.7% | -49.5% | -30.0% |
| 3M | -11.5% | -6.6% | -5.0% | -7.7% |
| 6M | +18.9% | -23.0% | +41.9% | +88.7% |
| All | +18.9% | -25.5% | +44.4% | +88.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling