+1,932.3%
TER vs Z
+25.1%
+1,907.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.1% | +7.6% | +6.1% |
| 7D | +0.6% | -3.0% | +3.6% | +1.4% |
| 30D | -8.3% | -4.2% | -4.1% | -7.8% |
| 3M | -12.2% | -3.7% | -8.5% | -13.1% |
| 6M | +17.1% | -24.5% | +41.6% | +24.2% |
| YTD | +84.7% | -49.3% | +134.0% | +116.9% |
| 1Y | +199.9% | -58.7% | +258.6% | +269.9% |
| 3Y | +232.8% | -34.1% | +266.9% | +243.0% |
| 5Y | +198.6% | -64.5% | +263.1% | +239.7% |
| 10Y | +1,669.7% | -0.5% | +1,670.2% | +1,298.6% |
| All | +1,932.3% | +25.1% | +1,907.2% | +1,397.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling