+851.5%
DE vs Z
-2.5%
+853.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.0% | -4.3% | -1.0% |
| 7D | -2.6% | -6.0% | +3.5% | -1.6% |
| 30D | +9.0% | -2.3% | +11.3% | +9.1% |
| 3M | +19.1% | -0.6% | +19.8% | +18.4% |
| 6M | +14.4% | -27.6% | +42.0% | +19.5% |
| YTD | +45.9% | -52.4% | +98.3% | +62.8% |
| 1Y | +43.6% | -63.6% | +107.2% | +67.5% |
| 3Y | +75.9% | -36.4% | +112.3% | +80.2% |
| 5Y | +98.8% | -64.6% | +163.4% | +114.4% |
| All | +851.5% | -2.5% | +853.9% | +637.3% |
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