-49.3%
COMP vs Z
-77.9%
+28.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.5% | -1.8% | -1.1% |
| 7D | 0.0% | +0.8% | -0.8% | -0.5% |
| 30D | +16.6% | +5.2% | +11.4% | +11.3% |
| 3M | -23.5% | -17.0% | -6.5% | -12.6% |
| 6M | +25.7% | -22.7% | +48.4% | +50.6% |
| YTD | -3.4% | -56.3% | +52.9% | +80.2% |
| 1Y | +7.6% | -57.7% | +65.2% | +104.4% |
| 3Y | +423.6% | -16.5% | +440.1% | +449.1% |
| 5Y | -10.6% | -53.4% | +42.8% | +29.0% |
| All | -49.3% | -77.9% | +28.5% | -16.1% |
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