+71.7%
TER vs Z
-53.4%
+125.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.5% | -8.9% | -6.3% |
| 7D | +14.4% | +0.8% | +13.5% | +14.1% |
| 30D | -30.6% | +5.2% | -35.8% | -32.1% |
| 3M | -39.2% | -17.0% | -22.2% | -37.3% |
| 6M | -31.3% | -22.7% | -8.6% | -28.5% |
| YTD | +29.1% | -56.3% | +85.4% | +58.4% |
| 1Y | +47.4% | -57.7% | +105.1% | +82.3% |
| 3Y | +191.2% | -16.5% | +207.8% | +164.3% |
| All | +71.7% | -53.4% | +125.1% | +69.7% |
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