+48.4%
D vs Z
-14.8%
+63.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.1% | -0.5% |
| 7D | -2.4% | -13.1% | +10.6% | -1.7% |
| 30D | +9.0% | +5.9% | +3.1% | +8.6% |
| 3M | +1.0% | -13.7% | +14.6% | +1.5% |
| 6M | +11.0% | -27.1% | +38.1% | +12.5% |
| YTD | +19.8% | -56.8% | +76.6% | +24.6% |
| 1Y | +16.0% | -60.2% | +76.2% | +21.1% |
| 3Y | +74.4% | -19.7% | +94.1% | +72.8% |
| 5Y | +13.5% | -53.7% | +67.2% | +13.8% |
| 10Y | +48.4% | -16.9% | +65.2% | +39.9% |
| All | +48.4% | -14.8% | +63.1% | +39.9% |
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