+18.4%
U vs Z
-54.2%
+72.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +9.4% | -4.5% | -0.1% |
| 7D | +7.5% | +10.2% | -2.7% | +1.8% |
| 30D | -7.0% | +23.7% | -30.7% | -18.8% |
| 3M | +20.6% | -6.6% | +27.1% | +22.7% |
| 6M | +53.2% | -23.0% | +76.2% | +82.2% |
| YTD | -3.9% | -50.3% | +46.4% | +70.4% |
| 1Y | +18.4% | -53.6% | +72.0% | +114.6% |
| All | +18.4% | -54.2% | +72.5% | +114.6% |
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