+26.7%
Q vs Z
-55.0%
+81.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +1.8% |
| 7D | +0.2% | -3.0% | +3.2% | +0.3% |
| 30D | -11.1% | -4.2% | -6.9% | -11.0% |
| 3M | -22.1% | -3.7% | -18.4% | -20.6% |
| 6M | +0.5% | -24.5% | +25.0% | +7.8% |
| YTD | +47.8% | -49.3% | +97.1% | +70.5% |
| All | +26.7% | -55.0% | +81.8% | +53.4% |
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