+25.8%
UL vs Z
-32.8%
+58.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.1% | +0.1% |
| 7D | -1.3% | -3.0% | +1.7% | -1.2% |
| 30D | +0.5% | -4.2% | +4.7% | +0.7% |
| 3M | +17.6% | -3.7% | +21.3% | +17.6% |
| 6M | -5.4% | -24.5% | +19.1% | -4.5% |
| YTD | +0.7% | -49.3% | +50.0% | +3.3% |
| 1Y | -9.3% | -58.7% | +49.4% | -5.9% |
| All | +25.8% | -32.8% | +58.7% | +24.4% |
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 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