+11.1%
PL vs Z
-54.8%
+65.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -10.6% | +0.5% | -5.6% |
| 7D | -20.5% | -2.3% | -18.3% | -20.3% |
| 30D | -38.8% | +9.4% | -48.1% | -42.2% |
| 3M | -49.1% | -16.1% | -33.0% | -46.7% |
| 6M | -69.4% | -30.4% | -38.9% | -65.5% |
| YTD | -42.3% | -55.6% | +13.3% | -21.0% |
| 1Y | -14.2% | -58.5% | +44.3% | +21.2% |
| 3Y | +398.7% | -19.6% | +418.3% | +380.0% |
| 5Y | +11.1% | -54.1% | +65.3% | +31.3% |
| All | +11.1% | -54.8% | +65.9% | +31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling