+99.9%
DD vs Z
-14.8%
+114.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.1% |
| 7D | +3.2% | -13.1% | +16.3% | +5.6% |
| 30D | +20.3% | +5.9% | +14.4% | +18.6% |
| 3M | +8.2% | -13.7% | +21.8% | +9.9% |
| 6M | +3.4% | -27.1% | +30.5% | +7.7% |
| YTD | +30.6% | -56.8% | +87.4% | +47.4% |
| 1Y | +30.6% | -60.2% | +90.9% | +49.3% |
| 3Y | +91.1% | -19.7% | +110.8% | +88.9% |
| 5Y | +68.6% | -53.7% | +122.3% | +75.0% |
| 10Y | +99.9% | -16.9% | +116.8% | +63.7% |
| All | +99.9% | -14.8% | +114.6% | +63.7% |
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