+151.7%
EXC vs Z
-0.4%
+152.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.1% | -0.9% |
| 7D | +0.3% | -3.0% | +3.3% | +0.5% |
| 30D | -3.7% | -4.2% | +0.5% | -3.5% |
| 3M | -1.3% | -3.7% | +2.4% | -1.2% |
| 6M | -9.7% | -24.5% | +14.8% | -8.0% |
| YTD | +2.9% | -49.3% | +52.2% | +8.4% |
| 1Y | +4.4% | -58.7% | +63.1% | +11.7% |
| 3Y | +22.2% | -34.1% | +56.4% | +22.1% |
| 5Y | +46.7% | -64.5% | +111.3% | +52.0% |
| All | +151.7% | -0.4% | +152.2% | +106.9% |
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