+3.9%
P vs Z
-59.5%
+63.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.4% | +6.0% | +3.4% |
| 7D | -23.8% | -4.6% | -19.3% | -23.5% |
| 30D | -36.6% | +8.3% | -44.9% | -35.7% |
| 3M | +10.9% | -11.6% | +22.5% | +11.3% |
| 6M | +30.0% | -33.6% | +63.6% | +32.9% |
| YTD | +44.4% | -56.7% | +101.1% | +39.4% |
| 1Y | +3.9% | -59.1% | +63.1% | +1.0% |
| All | +3.9% | -59.5% | +63.5% | +1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling