+208.6%
B vs Z
-19.5%
+228.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -5.5% | -0.6% | -5.6% |
| 7D | +7.1% | -6.5% | +13.6% | +7.7% |
| 30D | -3.3% | -0.1% | -3.2% | -3.5% |
| 3M | -2.5% | -14.1% | +11.6% | -1.6% |
| 6M | -7.2% | -30.1% | +22.8% | -4.9% |
| YTD | -7.4% | -57.5% | +50.2% | -1.5% |
| 1Y | +16.4% | -60.3% | +76.8% | +24.3% |
| 3Y | +178.7% | -21.0% | +199.7% | +176.6% |
| 5Y | +121.7% | -54.9% | +176.6% | +123.7% |
| 10Y | +208.6% | -16.0% | +224.6% | +211.8% |
| All | +208.6% | -19.5% | +228.1% | +211.8% |
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