+21.7%
P vs Z
-59.6%
+81.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.7% | +2.7% | +4.5% |
| 7D | -4.7% | -13.1% | +8.4% | -5.8% |
| 30D | -31.4% | +5.9% | -37.3% | -30.6% |
| 3M | -2.6% | -13.7% | +11.0% | -2.3% |
| 6M | +21.9% | -27.1% | +49.1% | +24.4% |
| YTD | +58.9% | -56.8% | +115.7% | +55.5% |
| 1Y | +21.7% | -60.2% | +82.0% | +16.9% |
| All | +21.7% | -59.6% | +81.4% | +16.9% |
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