+0.7%
PL vs Z
-59.5%
+60.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -2.4% | +12.8% | +10.4% |
| 7D | -6.8% | -4.6% | -2.3% | -6.4% |
| 30D | -29.3% | +8.3% | -37.6% | -29.4% |
| 3M | -44.8% | -11.6% | -33.2% | -44.5% |
| 6M | -68.4% | -33.6% | -34.7% | -66.8% |
| YTD | -36.4% | -56.7% | +20.3% | -27.9% |
| 1Y | +0.7% | -59.1% | +59.9% | +15.7% |
| All | +0.7% | -59.5% | +60.2% | +15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling