-69.4%
U vs Z
-64.8%
-4.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | +0.5% |
| 7D | -3.8% | -3.0% | -0.8% | -1.8% |
| 30D | +17.5% | -4.2% | +21.6% | +18.9% |
| 3M | +38.7% | -3.7% | +42.4% | +38.7% |
| 6M | +104.4% | -24.5% | +128.9% | +139.7% |
| YTD | -5.7% | -49.3% | +43.6% | +52.1% |
| 1Y | +3.7% | -58.7% | +62.4% | +90.5% |
| 3Y | +12.3% | -34.1% | +46.5% | +33.1% |
| All | -69.4% | -64.8% | -4.6% | -62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling