+3,553.2%
FIX vs Z
-16.5%
+3,569.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.5% | -4.9% | -2.0% |
| 7D | +9.4% | +0.8% | +8.6% | +9.3% |
| 30D | -27.8% | +5.2% | -33.0% | -29.1% |
| 3M | -35.6% | -17.0% | -18.5% | -34.3% |
| 6M | -45.2% | -22.7% | -22.6% | -43.8% |
| YTD | +19.5% | -56.3% | +75.8% | +35.7% |
| 1Y | +24.2% | -57.7% | +81.9% | +41.9% |
| 3Y | +494.2% | -16.5% | +510.7% | +481.1% |
| 5Y | +1,036.1% | -53.4% | +1,089.5% | +1,080.0% |
| All | +3,553.2% | -16.5% | +3,569.7% | +2,807.1% |
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