+42.1%
RF vs Z
-55.4%
+97.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.1% | +0.1% |
| 7D | -0.9% | -4.6% | +3.6% | -0.2% |
| 30D | +6.0% | +8.3% | -2.3% | +3.9% |
| 3M | -8.9% | -11.6% | +2.7% | -7.5% |
| 6M | +2.3% | -33.6% | +36.0% | +9.6% |
| YTD | +7.6% | -56.7% | +64.2% | +24.3% |
| 1Y | +21.2% | -59.1% | +80.3% | +41.5% |
| 3Y | +108.5% | -20.4% | +128.9% | +105.5% |
| All | +42.1% | -55.4% | +97.5% | +41.5% |
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