+813.6%
COST vs Z
+7.8%
+805.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.2% | +1.0% |
| 7D | +5.0% | +0.8% | +4.2% | +4.9% |
| 30D | +12.8% | +5.2% | +7.6% | +12.1% |
| 3M | +15.2% | -17.0% | +32.2% | +16.6% |
| 6M | +7.4% | -22.7% | +30.1% | +9.2% |
| YTD | +29.0% | -56.3% | +85.4% | +37.4% |
| 1Y | +20.3% | -57.7% | +77.9% | +28.4% |
| 3Y | +99.0% | -16.5% | +115.5% | +96.3% |
| 5Y | +125.7% | -53.4% | +179.1% | +127.5% |
| 10Y | +775.3% | -15.9% | +791.3% | +702.0% |
| All | +813.6% | +7.8% | +805.8% | +721.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling