-54.2%
W vs Z
-55.4%
+1.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | +0.5% |
| 7D | -3.6% | -4.6% | +1.0% | -0.2% |
| 30D | +7.0% | +8.3% | -1.4% | -1.7% |
| 3M | +7.4% | -11.6% | +19.0% | +14.4% |
| 6M | +69.3% | -33.6% | +102.9% | +126.6% |
| YTD | +11.3% | -56.7% | +68.0% | +106.5% |
| 1Y | +13.2% | -59.1% | +72.3% | +118.5% |
| 3Y | +142.0% | -20.4% | +162.4% | +116.0% |
| All | -54.2% | -55.4% | +1.2% | -36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling