+284.9%
IR vs Z
-24.9%
+309.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.4% | +4.8% | -0.3% |
| 7D | +0.6% | -3.3% | +3.9% | +1.2% |
| 30D | -13.6% | -3.7% | -9.9% | -13.2% |
| 3M | +3.7% | -7.0% | +10.7% | +4.5% |
| 6M | -13.1% | -29.5% | +16.5% | -7.5% |
| YTD | -5.1% | -52.6% | +47.4% | +8.6% |
| 1Y | -6.5% | -64.0% | +57.5% | +12.8% |
| 3Y | +8.5% | -36.4% | +44.9% | +13.1% |
| 5Y | +43.3% | -65.8% | +109.1% | +57.3% |
| All | +284.9% | -24.9% | +309.8% | +200.7% |
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