+28.6%
P vs Z
-58.2%
+86.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.5% | -5.4% | -1.7% |
| 7D | +11.6% | +0.8% | +10.8% | +11.7% |
| 30D | -23.7% | +5.2% | -28.9% | -22.7% |
| 3M | -8.0% | -17.0% | +9.1% | -7.5% |
| 6M | +27.9% | -22.7% | +50.6% | +30.2% |
| YTD | +61.2% | -56.3% | +117.5% | +56.7% |
| 1Y | +28.6% | -57.7% | +86.3% | +28.7% |
| All | +28.6% | -58.2% | +86.8% | +28.7% |
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 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