+32.8%
USB vs Z
-58.6%
+91.4%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -10.6% | +8.6% | -0.5% |
| 7D | -1.5% | -2.3% | +0.8% | -1.2% |
| 30D | +4.3% | +9.4% | -5.1% | +2.7% |
| 3M | -6.1% | -16.1% | +10.0% | -4.2% |
| 6M | +9.4% | -30.4% | +39.8% | +15.2% |
| YTD | +15.2% | -55.6% | +70.8% | +28.6% |
| 1Y | +32.8% | -58.5% | +91.3% | +49.8% |
| All | +32.8% | -58.6% | +91.4% | +49.8% |
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 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