+216.9%
B vs Z
-19.3%
+236.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.3% | -0.8% | -2.9% |
| 7D | -6.2% | -4.9% | -1.3% | -5.8% |
| 30D | -6.6% | +3.0% | -9.6% | -7.0% |
| 3M | -7.9% | -13.4% | +5.5% | -7.0% |
| 6M | -16.8% | -27.3% | +10.5% | -15.0% |
| YTD | -11.7% | -57.8% | +46.1% | -6.0% |
| 1Y | +3.5% | -60.0% | +63.5% | +10.5% |
| 3Y | +165.7% | -21.5% | +187.2% | +163.8% |
| 5Y | +108.4% | -55.0% | +163.4% | +110.4% |
| All | +216.9% | -19.3% | +236.2% | +213.6% |
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