-49.3%
COMP vs Z
-78.1%
+28.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -2.4% | +13.2% | +12.7% |
| 7D | +13.4% | -4.6% | +18.0% | +17.1% |
| 30D | +11.1% | +8.3% | +2.8% | +3.4% |
| 3M | -18.8% | -11.6% | -7.2% | -12.1% |
| 6M | +10.5% | -33.6% | +44.1% | +49.2% |
| YTD | -3.4% | -56.7% | +53.3% | +81.1% |
| 1Y | +19.7% | -59.1% | +78.8% | +133.4% |
| 3Y | +381.6% | -20.4% | +402.0% | +424.0% |
| 5Y | -17.6% | -55.3% | +37.7% | +20.3% |
| All | -49.3% | -78.1% | +28.7% | -15.7% |
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