+43.7%
RF vs Z
-54.8%
+98.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -10.6% | +8.5% | -0.1% |
| 7D | -1.6% | -2.3% | +0.6% | -1.4% |
| 30D | +5.0% | +9.4% | -4.3% | +2.7% |
| 3M | -10.0% | -16.1% | +6.1% | -7.6% |
| 6M | +3.3% | -30.4% | +33.8% | +9.6% |
| YTD | +7.9% | -55.6% | +63.5% | +24.1% |
| 1Y | +21.2% | -58.5% | +79.8% | +41.2% |
| 3Y | +105.8% | -19.6% | +125.4% | +102.5% |
| 5Y | +43.7% | -54.1% | +97.9% | +42.4% |
| All | +43.7% | -54.8% | +98.5% | +42.4% |
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 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