+238.6%
P vs Z
-55.4%
+294.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.4% | +6.0% | +4.1% |
| 7D | -23.8% | -4.6% | -19.3% | -23.0% |
| 30D | -36.6% | +8.3% | -44.9% | -38.5% |
| 3M | +10.9% | -11.6% | +22.5% | +12.3% |
| 6M | +30.0% | -33.6% | +63.6% | +41.0% |
| YTD | +44.4% | -56.7% | +101.1% | +74.8% |
| 1Y | +3.9% | -59.1% | +63.1% | +26.9% |
| 3Y | +176.6% | -20.4% | +197.0% | +162.8% |
| All | +238.6% | -55.4% | +294.0% | +260.5% |
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