-6.0%
U vs Z
-63.3%
+57.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.4% | +9.1% | +6.4% |
| 7D | +4.5% | -3.3% | +7.7% | +6.1% |
| 30D | -0.6% | -3.7% | +3.1% | +0.6% |
| 3M | +48.4% | -7.0% | +55.4% | +50.9% |
| 6M | +115.4% | -29.5% | +144.9% | +167.1% |
| YTD | -3.2% | -52.6% | +49.4% | +62.8% |
| 1Y | -6.0% | -64.0% | +58.0% | +71.9% |
| All | -6.0% | -63.3% | +57.2% | +71.9% |
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