+25.2%
P vs Z
-31.8%
+57.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -10.6% | -5.8% | -18.4% |
| 7D | -31.9% | -2.3% | -29.6% | -31.2% |
| 30D | -36.5% | +9.4% | -45.9% | -33.8% |
| 3M | +11.6% | -16.1% | +27.7% | +10.0% |
| 6M | +25.2% | -30.4% | +55.6% | +33.8% |
| All | +25.2% | -31.8% | +57.0% | +33.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling