+62.2%
P vs Z
-23.1%
+85.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +1.3% |
| 7D | +6.5% | -3.0% | +9.5% | +6.4% |
| 30D | +18.8% | -4.2% | +23.0% | +18.3% |
| 3M | +26.7% | -3.7% | +30.5% | +30.3% |
| 6M | +62.2% | -24.5% | +86.7% | +74.6% |
| All | +62.2% | -23.1% | +85.3% | +74.6% |
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