-50.4%
COMP vs Z
-78.5%
+28.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -5.5% | -1.9% | -3.1% |
| 7D | +7.2% | -6.5% | +13.6% | +12.7% |
| 30D | +6.4% | -0.1% | +6.5% | +5.9% |
| 3M | -19.4% | -14.1% | -5.3% | -10.5% |
| 6M | +14.6% | -30.1% | +44.6% | +48.7% |
| YTD | -5.5% | -57.5% | +52.0% | +80.3% |
| 1Y | +13.7% | -60.3% | +74.0% | +127.4% |
| 3Y | +409.7% | -21.0% | +430.7% | +458.6% |
| 5Y | -17.0% | -54.9% | +37.9% | +22.6% |
| All | -50.4% | -78.5% | +28.1% | -16.0% |
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