+33.6%
TER vs Z
-60.5%
+94.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.5% | +5.3% | -0.8% |
| 7D | -8.9% | -6.5% | -2.4% | -9.1% |
| 30D | -39.1% | -0.1% | -39.0% | -38.4% |
| 3M | -32.8% | -14.1% | -18.6% | -33.0% |
| 6M | -31.7% | -30.1% | -1.7% | -28.6% |
| YTD | +26.9% | -57.5% | +84.5% | +30.8% |
| 1Y | +33.6% | -60.3% | +93.9% | +39.5% |
| All | +33.6% | -60.5% | +94.1% | +39.5% |
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 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