+54.5%
AR vs Z
-19.5%
+74.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.9% | +6.2% | +4.7% |
| 7D | -5.8% | -6.5% | +0.7% | -4.9% |
| 30D | +4.8% | -0.1% | +4.9% | +4.0% |
| 3M | +1.5% | -14.1% | +15.6% | +3.2% |
| 6M | +4.7% | -30.1% | +34.8% | +10.2% |
| YTD | +9.2% | -57.5% | +66.7% | +25.8% |
| 1Y | +11.2% | -60.3% | +71.5% | +29.7% |
| 3Y | +46.2% | -21.0% | +67.3% | +40.4% |
| 5Y | +98.1% | -54.9% | +153.0% | +103.5% |
| 10Y | +54.5% | -16.0% | +70.6% | +10.9% |
| All | +54.5% | -19.5% | +74.0% | +10.9% |
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