-1.9%
UL vs Z
-59.6%
+57.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.2% |
| 7D | -1.7% | -13.1% | +11.4% | -0.3% |
| 30D | +4.5% | +5.9% | -1.4% | +3.8% |
| 3M | +5.5% | -13.7% | +19.1% | +6.5% |
| 6M | +17.0% | -27.1% | +44.1% | +17.6% |
| YTD | +3.2% | -56.8% | +60.0% | +4.4% |
| 1Y | -1.9% | -60.2% | +58.3% | +0.4% |
| All | -1.9% | -59.6% | +57.7% | +0.4% |
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