+314.7%
A vs Z
-16.5%
+331.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -2.9% | -0.1% |
| 7D | -0.5% | +0.8% | -1.3% | -0.6% |
| 30D | 0.0% | +5.2% | -5.2% | -1.4% |
| 3M | +16.7% | -17.0% | +33.7% | +19.6% |
| 6M | +54.8% | -22.7% | +77.5% | +59.8% |
| YTD | +28.8% | -56.3% | +85.1% | +46.0% |
| 1Y | +19.3% | -57.7% | +77.0% | +35.9% |
| 3Y | +65.5% | -16.5% | +82.1% | +63.7% |
| 5Y | +12.1% | -53.4% | +65.5% | +16.7% |
| All | +314.7% | -16.5% | +331.1% | +253.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling