-4.4%
RMD vs Z
-53.4%
+49.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | -0.4% |
| 7D | +2.1% | +0.8% | +1.2% | +1.9% |
| 30D | +2.1% | +5.2% | -3.1% | +0.9% |
| 3M | +6.2% | -17.0% | +23.3% | +9.2% |
| 6M | +19.4% | -22.7% | +42.0% | +23.7% |
| YTD | +0.5% | -56.3% | +56.9% | +14.0% |
| 1Y | -3.9% | -57.7% | +53.7% | +9.4% |
| 3Y | +72.5% | -16.5% | +89.1% | +69.0% |
| All | -4.4% | -53.4% | +49.1% | -2.7% |
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