+48.3%
D vs Z
-19.5%
+67.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.5% | +5.7% | +0.5% |
| 7D | +2.4% | -6.5% | +8.8% | +2.7% |
| 30D | +10.9% | -0.1% | +11.0% | +10.8% |
| 3M | +2.8% | -14.1% | +17.0% | +3.5% |
| 6M | +12.7% | -30.1% | +42.8% | +14.5% |
| YTD | +20.3% | -57.5% | +77.8% | +25.3% |
| 1Y | +17.1% | -60.3% | +77.4% | +22.3% |
| 3Y | +75.1% | -21.0% | +96.2% | +73.7% |
| 5Y | +13.1% | -54.9% | +68.0% | +13.5% |
| 10Y | +48.3% | -16.0% | +64.3% | +40.4% |
| All | +48.3% | -19.5% | +67.8% | +40.4% |
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