+41.8%
AR vs Z
-7.0%
+48.8%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.4% | +5.6% | +0.4% |
| 7D | -1.8% | -3.3% | +1.4% | -1.3% |
| 30D | +12.6% | -3.7% | +16.3% | +13.0% |
| 3M | +10.0% | -7.0% | +17.0% | +10.6% |
| 6M | +0.6% | -29.5% | +30.2% | +6.3% |
| YTD | +13.4% | -52.6% | +66.0% | +29.0% |
| 1Y | +21.7% | -64.0% | +85.7% | +45.9% |
| 3Y | +45.8% | -36.4% | +82.3% | +48.5% |
| 5Y | +144.3% | -65.8% | +210.0% | +166.7% |
| 10Y | +41.8% | -5.8% | +47.6% | +4.1% |
| All | +41.8% | -7.0% | +48.8% | +4.1% |
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 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