+24.5%
Q vs Z
-61.3%
+85.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.5% | -7.0% | -3.5% |
| 7D | +1.2% | +0.8% | +0.3% | +1.2% |
| 30D | -2.7% | +5.2% | -7.9% | -2.7% |
| 3M | -16.9% | -17.0% | +0.1% | -16.3% |
| 6M | -26.9% | -22.7% | -4.2% | -23.8% |
| YTD | +45.2% | -56.3% | +101.5% | +68.5% |
| 1Y | +38.1% | -57.7% | +95.8% | +61.7% |
| All | +24.5% | -61.3% | +85.8% | +51.6% |
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 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