+485.4%
P vs Z
+28.6%
+456.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +2.0% |
| 7D | +6.5% | -3.0% | +9.5% | +7.4% |
| 30D | +18.8% | -4.2% | +23.0% | +19.5% |
| 3M | +26.7% | -3.7% | +30.5% | +26.1% |
| 6M | +62.2% | -24.5% | +86.7% | +72.3% |
| YTD | +48.5% | -49.3% | +97.8% | +76.1% |
| 1Y | +26.4% | -58.7% | +85.1% | +57.1% |
| 3Y | +159.4% | -34.1% | +193.6% | +168.0% |
| 5Y | +275.8% | -64.5% | +340.3% | +329.9% |
| 10Y | +732.0% | -0.5% | +732.5% | +527.8% |
| All | +485.4% | +28.6% | +456.7% | +301.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling