+14.9%
O vs Z
-64.8%
+79.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.6% |
| 7D | -0.7% | -3.0% | +2.3% | -0.5% |
| 30D | -1.9% | -4.2% | +2.3% | -1.7% |
| 3M | +3.8% | -3.7% | +7.5% | +3.9% |
| 6M | -4.7% | -24.5% | +19.8% | -3.1% |
| YTD | +12.5% | -49.3% | +61.8% | +18.0% |
| 1Y | +10.8% | -58.7% | +69.5% | +18.1% |
| 3Y | +28.8% | -34.1% | +62.9% | +28.9% |
| All | +14.9% | -64.8% | +79.7% | +9.1% |
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