+196.7%
EXC vs Z
-16.5%
+213.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.5% | -2.1% | +1.1% |
| 7D | +1.4% | +0.8% | +0.5% | +1.3% |
| 30D | +8.6% | +5.2% | +3.4% | +7.9% |
| 3M | +2.4% | -17.0% | +19.4% | +3.6% |
| 6M | +6.5% | -22.7% | +29.1% | +8.1% |
| YTD | +9.0% | -56.3% | +65.4% | +15.8% |
| 1Y | +4.6% | -57.7% | +62.2% | +11.3% |
| 3Y | +33.5% | -16.5% | +50.0% | +29.3% |
| 5Y | +41.4% | -53.4% | +94.8% | +41.3% |
| All | +196.7% | -16.5% | +213.1% | +150.5% |
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