+29.3%
V vs Z
-54.2%
+83.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +9.4% | -5.6% | +2.5% |
| 7D | +9.0% | +10.2% | -1.2% | +7.4% |
| 30D | +18.1% | +23.7% | -5.6% | +14.5% |
| 3M | +18.3% | -6.6% | +24.9% | +18.7% |
| 6M | +34.1% | -23.0% | +57.1% | +36.1% |
| YTD | +25.2% | -50.3% | +75.5% | +33.0% |
| 1Y | +29.3% | -53.6% | +82.9% | +38.2% |
| All | +29.3% | -54.2% | +83.5% | +38.2% |
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