+9.6%
U vs Z
-32.8%
+42.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | +0.2% |
| 7D | -3.8% | -3.0% | -0.8% | -2.2% |
| 30D | +17.5% | -4.2% | +21.6% | +18.8% |
| 3M | +38.7% | -3.7% | +42.4% | +39.0% |
| 6M | +104.4% | -24.5% | +128.9% | +134.1% |
| YTD | -5.7% | -49.3% | +43.6% | +39.4% |
| 1Y | +3.7% | -58.7% | +62.4% | +69.3% |
| All | +9.6% | -32.8% | +42.4% | +38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling