+449.6%
P vs Z
+12.6%
+437.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -10.6% | -5.8% | -13.5% |
| 7D | -31.9% | -2.3% | -29.6% | -31.6% |
| 30D | -36.5% | +9.4% | -45.9% | -38.9% |
| 3M | +11.6% | -16.1% | +27.7% | +14.6% |
| 6M | +25.2% | -30.4% | +55.6% | +34.5% |
| YTD | +39.4% | -55.6% | +95.0% | +68.9% |
| 1Y | -3.7% | -58.5% | +54.8% | +18.1% |
| 3Y | +167.3% | -19.6% | +186.9% | +155.2% |
| 5Y | +237.3% | -54.1% | +291.5% | +258.4% |
| 10Y | +698.6% | -12.1% | +710.7% | +515.4% |
| All | +449.6% | +12.6% | +437.0% | +285.3% |
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