+38.9%
S vs Z
-20.9%
+59.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.3% | -4.0% | -5.4% |
| 7D | +4.1% | -4.9% | +9.0% | +6.0% |
| 30D | -7.2% | +3.0% | -10.1% | -9.1% |
| 3M | 0.0% | -13.4% | +13.4% | +3.8% |
| 6M | +41.6% | -27.3% | +68.9% | +56.5% |
| YTD | +48.6% | -57.8% | +106.4% | +99.0% |
| 1Y | +30.0% | -60.0% | +90.1% | +77.5% |
| All | +38.9% | -20.9% | +59.7% | +53.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling