+66.5%
DD vs Z
-5.7%
+72.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.5% |
| 7D | -3.8% | -7.1% | +3.3% | -2.6% |
| 30D | -9.2% | -4.8% | -4.5% | -8.7% |
| 3M | -9.0% | -9.3% | +0.3% | -8.0% |
| 6M | -5.0% | -29.0% | +24.0% | -0.3% |
| YTD | +7.4% | -52.9% | +60.3% | +20.1% |
| 1Y | +35.1% | -63.1% | +98.3% | +57.2% |
| 3Y | +43.2% | -36.9% | +80.1% | +48.2% |
| 5Y | +59.6% | -65.5% | +125.1% | +71.6% |
| 10Y | +66.5% | -3.9% | +70.4% | +35.6% |
| All | +66.5% | -5.7% | +72.2% | +35.6% |
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