-19.3%
RMD vs Z
-64.8%
+45.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.8% | 0.0% |
| 7D | -5.0% | -3.0% | -2.0% | -4.5% |
| 30D | +2.2% | -4.2% | +6.4% | +2.8% |
| 3M | +17.8% | -3.7% | +21.6% | +18.2% |
| 6M | -11.3% | -24.5% | +13.2% | -8.0% |
| YTD | -4.4% | -49.3% | +44.9% | +4.9% |
| 1Y | -15.7% | -58.7% | +43.0% | -4.8% |
| 3Y | +47.7% | -34.1% | +81.9% | +51.3% |
| All | -19.3% | -64.8% | +45.5% | -23.0% |
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