+54.6%
TER vs Z
-55.4%
+110.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.4% | +5.0% | +3.2% |
| 7D | -20.5% | -4.6% | -15.9% | -19.6% |
| 30D | -47.0% | +8.3% | -55.3% | -48.7% |
| 3M | -43.3% | -11.6% | -31.7% | -42.6% |
| 6M | -42.9% | -33.6% | -9.3% | -37.7% |
| YTD | +12.9% | -56.7% | +69.6% | +38.8% |
| 1Y | +18.2% | -59.1% | +77.3% | +47.7% |
| 3Y | +151.8% | -20.4% | +172.2% | +132.3% |
| All | +54.6% | -55.4% | +110.0% | +54.5% |
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 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