+10.7%
O vs Z
-55.4%
+66.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.7% | -0.6% |
| 7D | +3.7% | -4.6% | +8.3% | +4.0% |
| 30D | +11.2% | +8.3% | +2.9% | +10.2% |
| 3M | -4.0% | -11.6% | +7.6% | -3.3% |
| 6M | -5.2% | -33.6% | +28.4% | -2.4% |
| YTD | +9.5% | -56.7% | +66.2% | +16.7% |
| 1Y | +10.6% | -59.1% | +69.7% | +18.5% |
| 3Y | +38.1% | -20.4% | +58.5% | +34.2% |
| All | +10.7% | -55.4% | +66.1% | +8.8% |
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