+20.2%
RF vs Z
-58.2%
+78.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.8% | -1.6% | +1.6% |
| 7D | -0.1% | -5.2% | +5.0% | +0.5% |
| 30D | +7.0% | +5.7% | +1.3% | +6.0% |
| 3M | -7.0% | -8.7% | +1.7% | -6.4% |
| 6M | +6.8% | -26.0% | +32.7% | +10.3% |
| YTD | +9.9% | -55.0% | +65.0% | +19.3% |
| All | +20.2% | -58.2% | +78.5% | +32.8% |
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