-0.3%
SPOT vs Z
-54.2%
+53.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +9.4% | -4.8% | +1.7% |
| 7D | +16.6% | +10.2% | +6.4% | +13.0% |
| 30D | +29.9% | +23.7% | +6.3% | +22.0% |
| 3M | +31.3% | -6.6% | +37.8% | +32.5% |
| 6M | +43.2% | -23.0% | +66.2% | +50.6% |
| YTD | +8.1% | -50.3% | +58.4% | +21.0% |
| 1Y | -0.3% | -53.6% | +53.3% | +12.8% |
| All | -0.3% | -54.2% | +53.9% | +12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling