+337.3%
RF vs Z
+25.1%
+312.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.1% | +0.3% |
| 7D | +1.3% | -3.0% | +4.3% | +1.9% |
| 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% | +16.5% |
| YTD | +15.6% | -49.3% | +64.9% | +29.6% |
| 1Y | +15.7% | -58.7% | +74.4% | +34.4% |
| 3Y | +86.9% | -34.1% | +121.0% | +92.4% |
| 5Y | +89.8% | -64.5% | +154.4% | +106.8% |
| 10Y | +344.7% | -0.5% | +345.2% | +227.6% |
| All | +337.3% | +25.1% | +312.2% | +201.2% |
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