+72.2%
F vs Z
-19.5%
+91.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.5% | +3.6% | -0.8% |
| 7D | -0.2% | -6.5% | +6.2% | +0.9% |
| 30D | +0.9% | -0.1% | +1.0% | +0.5% |
| 3M | -11.3% | -14.1% | +2.8% | -9.4% |
| 6M | +2.0% | -30.1% | +32.1% | +7.9% |
| YTD | -3.2% | -57.5% | +54.4% | +12.0% |
| 1Y | -3.5% | -60.3% | +56.9% | +13.1% |
| 3Y | +48.1% | -21.0% | +69.1% | +45.8% |
| 5Y | -13.5% | -54.9% | +41.4% | -9.7% |
| 10Y | +72.2% | -16.0% | +88.2% | +37.9% |
| All | +72.2% | -19.5% | +91.7% | +37.9% |
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