+90.1%
RF vs Z
-64.8%
+154.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.1% | +0.3% |
| 7D | +1.3% | -3.0% | +4.3% | +1.8% |
| 30D | -3.6% | -4.2% | +0.6% | -3.1% |
| 3M | +8.1% | -3.7% | +11.8% | +8.2% |
| 6M | +11.5% | -24.5% | +36.0% | +16.1% |
| YTD | +15.6% | -49.3% | +64.9% | +28.5% |
| 1Y | +15.7% | -58.7% | +74.4% | +33.0% |
| 3Y | +86.9% | -34.1% | +121.0% | +92.5% |
| All | +90.1% | -64.8% | +154.9% | +84.5% |
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