+43.2%
TER vs Z
-54.2%
+97.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +9.4% | -16.2% | -5.0% |
| 7D | -19.9% | +10.2% | -30.0% | -18.2% |
| 30D | -43.5% | +23.7% | -67.2% | -41.2% |
| 3M | -37.8% | -6.6% | -31.2% | -37.0% |
| 6M | -25.6% | -23.0% | -2.6% | -19.8% |
| YTD | +29.8% | -50.3% | +80.1% | +36.8% |
| 1Y | +43.2% | -53.6% | +96.7% | +52.6% |
| All | +43.2% | -54.2% | +97.3% | +52.6% |
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