+1,008.9%
BE vs Z
-47.0%
+1,055.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -6.4% | +16.1% | +12.6% |
| 7D | +29.8% | -3.3% | +33.0% | +31.2% |
| 30D | +26.4% | -3.7% | +30.1% | +26.7% |
| 3M | +9.3% | -7.0% | +16.3% | +8.6% |
| 6M | +105.1% | -29.5% | +134.6% | +129.1% |
| YTD | +219.0% | -52.6% | +271.6% | +324.0% |
| 1Y | +418.8% | -64.0% | +482.8% | +680.7% |
| 3Y | +1,784.6% | -36.4% | +1,821.0% | +1,864.7% |
| 5Y | +1,251.0% | -65.8% | +1,316.7% | +1,679.1% |
| All | +1,008.9% | -47.0% | +1,055.8% | +749.2% |
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