+12.5%
USB vs Z
-25.5%
+38.0%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +9.4% | -7.5% | +0.7% |
| 7D | +2.4% | +10.2% | -7.8% | +1.1% |
| 30D | +6.6% | +23.7% | -17.1% | +3.8% |
| 3M | -4.1% | -6.6% | +2.5% | -4.2% |
| 6M | +12.5% | -23.0% | +35.5% | +13.5% |
| All | +12.5% | -25.5% | +38.0% | +13.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling