+5,892.0%
FIX vs Z
-1.7%
+5,893.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +2.3% |
| 7D | +6.0% | -3.0% | +9.0% | +6.6% |
| 30D | -7.2% | -4.2% | -3.1% | -6.9% |
| 3M | -15.9% | -3.7% | -12.1% | -16.2% |
| 6M | +12.7% | -24.5% | +37.3% | +17.4% |
| YTD | +72.8% | -49.3% | +122.1% | +93.3% |
| 1Y | +122.9% | -58.7% | +181.6% | +158.5% |
| 3Y | +774.3% | -34.1% | +808.5% | +802.9% |
| 5Y | +2,049.5% | -64.5% | +2,114.0% | +2,238.8% |
| All | +5,892.0% | -1.7% | +5,893.7% | +4,445.3% |
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