-68.9%
S vs Z
-55.4%
-13.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.1% | +2.9% |
| 7D | -13.4% | -4.6% | -8.9% | -11.9% |
| 30D | -14.0% | +8.3% | -22.3% | -19.0% |
| 3M | +4.9% | -11.6% | +16.5% | +8.8% |
| 6M | +42.0% | -33.6% | +75.6% | +69.7% |
| YTD | +45.1% | -56.7% | +101.8% | +113.1% |
| 1Y | +33.1% | -59.1% | +92.2% | +100.8% |
| 3Y | +40.6% | -20.4% | +61.0% | +28.3% |
| All | -68.9% | -55.4% | -13.4% | -64.7% |
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