+1,381.0%
NET vs Z
+5.1%
+1,375.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +9.4% | -12.0% | -6.9% |
| 7D | -16.4% | +10.2% | -26.5% | -20.5% |
| 30D | -25.8% | +23.7% | -49.5% | -34.2% |
| 3M | -11.5% | -6.6% | -5.0% | -11.3% |
| 6M | +18.9% | -23.0% | +41.9% | +30.1% |
| YTD | +35.2% | -50.3% | +85.5% | +78.4% |
| 1Y | +14.5% | -53.6% | +68.0% | +55.4% |
| 3Y | +313.8% | -10.1% | +323.9% | +266.5% |
| 5Y | +32.6% | -49.8% | +82.3% | +50.4% |
| All | +1,381.0% | +5.1% | +1,375.9% | +1,591.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling