+3,644.4%
FIX vs Z
-19.5%
+3,663.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.5% | +4.9% | +0.3% |
| 7D | -13.9% | -6.5% | -7.5% | -13.1% |
| 30D | -35.5% | -0.1% | -35.4% | -36.1% |
| 3M | -33.9% | -14.1% | -19.8% | -33.1% |
| 6M | -43.3% | -30.1% | -13.3% | -40.8% |
| YTD | +18.7% | -57.5% | +76.2% | +35.5% |
| 1Y | +13.8% | -60.3% | +74.1% | +31.6% |
| 3Y | +495.0% | -21.0% | +516.0% | +487.7% |
| 5Y | +1,049.0% | -54.9% | +1,104.0% | +1,100.4% |
| 10Y | +3,644.4% | -16.0% | +3,660.4% | +2,873.4% |
| All | +3,644.4% | -19.5% | +3,663.9% | +2,873.4% |
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