+19.8%
U vs Z
-59.6%
+79.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -2.1% |
| 7D | +16.9% | -13.1% | +30.0% | +23.0% |
| 30D | +6.4% | +5.9% | +0.5% | -1.0% |
| 3M | +13.2% | -13.7% | +26.9% | +17.3% |
| 6M | +84.8% | -27.1% | +111.9% | +115.7% |
| YTD | +12.4% | -56.8% | +69.2% | +108.2% |
| 1Y | +19.8% | -60.2% | +80.0% | +128.9% |
| All | +19.8% | -59.6% | +79.4% | +128.9% |
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