+218.3%
C vs Z
-14.8%
+233.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.3% |
| 7D | -0.4% | -13.1% | +12.6% | +2.2% |
| 30D | -5.3% | +5.9% | -11.2% | -6.8% |
| 3M | -8.0% | -13.7% | +5.7% | -6.3% |
| 6M | -0.3% | -27.1% | +26.9% | +4.6% |
| YTD | +8.6% | -56.8% | +65.4% | +25.5% |
| 1Y | +25.8% | -60.2% | +86.0% | +47.3% |
| 3Y | +221.2% | -19.7% | +240.9% | +217.2% |
| 5Y | +113.6% | -53.7% | +167.2% | +123.3% |
| 10Y | +218.3% | -16.9% | +235.2% | +139.6% |
| All | +218.3% | -14.8% | +233.1% | +139.6% |
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