-39.3%
VG vs Z
-56.8%
+17.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.1% |
| 7D | +1.7% | -3.0% | +4.7% | +2.1% |
| 30D | +16.0% | -4.2% | +20.2% | +16.4% |
| 3M | +9.7% | -3.7% | +13.4% | +10.0% |
| 6M | +29.6% | -24.5% | +54.1% | +39.5% |
| YTD | +112.0% | -49.3% | +161.3% | +175.9% |
| 1Y | +12.8% | -58.7% | +71.5% | +62.5% |
| All | -39.3% | -56.8% | +17.4% | -16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling