-53.2%
S vs Z
-72.1%
+18.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +1.4% |
| 7D | -7.7% | -3.0% | -4.7% | -6.4% |
| 30D | -5.3% | -4.2% | -1.2% | -3.8% |
| 3M | +20.3% | -3.7% | +24.0% | +21.4% |
| 6M | +47.4% | -24.5% | +71.9% | +65.9% |
| YTD | +32.5% | -49.3% | +81.8% | +79.4% |
| 1Y | +9.5% | -58.7% | +68.2% | +63.0% |
| 3Y | +15.5% | -34.1% | +49.7% | +25.6% |
| 5Y | -71.2% | -64.5% | -6.7% | -66.3% |
| All | -53.2% | -72.1% | +18.9% | -38.8% |
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