+207.0%
C vs Z
-16.5%
+223.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -0.7% |
| 7D | +4.2% | +0.8% | +3.3% | +3.9% |
| 30D | +2.0% | +5.2% | -3.2% | +0.5% |
| 3M | -10.1% | -17.0% | +6.9% | -7.6% |
| 6M | +1.0% | -22.7% | +23.6% | +4.6% |
| YTD | +8.5% | -56.3% | +64.8% | +25.0% |
| 1Y | +25.7% | -57.7% | +83.4% | +45.4% |
| 3Y | +216.0% | -16.5% | +232.5% | +209.7% |
| 5Y | +112.3% | -53.4% | +165.7% | +121.7% |
| All | +207.0% | -16.5% | +223.5% | +129.9% |
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