+121.7%
EW vs Z
-7.0%
+128.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -6.4% | +2.9% | -2.4% |
| 7D | -4.4% | -3.3% | -1.2% | -3.9% |
| 30D | -3.3% | -3.7% | +0.4% | -2.9% |
| 3M | +1.0% | -7.0% | +8.0% | +1.7% |
| 6M | +6.2% | -29.5% | +35.7% | +11.8% |
| YTD | +1.7% | -52.6% | +54.3% | +13.9% |
| 1Y | +8.1% | -64.0% | +72.1% | +26.5% |
| 3Y | +17.1% | -36.4% | +53.5% | +19.1% |
| 5Y | -29.4% | -65.8% | +36.4% | -24.6% |
| 10Y | +121.7% | -5.8% | +127.6% | +72.6% |
| All | +121.7% | -7.0% | +128.7% | +72.6% |
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