-44.6%
QS vs Z
-55.1%
+10.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.6% |
| 7D | -2.3% | -3.0% | +0.7% | -0.9% |
| 30D | -0.7% | -4.2% | +3.5% | +0.3% |
| 3M | -39.6% | -3.7% | -35.9% | -39.4% |
| 6M | -21.7% | -24.5% | +2.8% | -11.7% |
| YTD | -47.4% | -49.3% | +1.9% | -28.0% |
| 1Y | -28.4% | -58.7% | +30.3% | +8.5% |
| 3Y | -22.6% | -34.1% | +11.5% | -14.7% |
| 5Y | -75.6% | -64.5% | -11.0% | -69.6% |
| All | -44.6% | -55.1% | +10.5% | +97.7% |
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 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