0.0%
W vs Z
-60.5%
+60.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.5% | +1.8% | -0.9% |
| 7D | +1.1% | -6.5% | +7.5% | +4.8% |
| 30D | +6.4% | -0.1% | +6.5% | +6.1% |
| 3M | +9.0% | -14.1% | +23.1% | +16.2% |
| 6M | +69.8% | -30.1% | +99.9% | +98.3% |
| YTD | +12.1% | -57.5% | +69.6% | +54.3% |
| 1Y | 0.0% | -60.3% | +60.3% | +39.3% |
| All | 0.0% | -60.5% | +60.6% | +39.3% |
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