+325.3%
IR vs Z
-31.4%
+356.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.8% | +1.9% |
| 7D | +3.7% | -4.6% | +8.2% | +4.4% |
| 30D | +7.4% | +8.3% | -0.9% | +5.0% |
| 3M | -5.9% | -11.6% | +5.7% | -4.7% |
| 6M | +5.6% | -33.6% | +39.2% | +12.9% |
| YTD | +4.8% | -56.7% | +61.5% | +21.1% |
| 1Y | +6.9% | -59.1% | +66.1% | +24.8% |
| 3Y | +27.6% | -20.4% | +47.9% | +26.0% |
| 5Y | +45.8% | -55.3% | +101.1% | +53.4% |
| All | +325.3% | -31.4% | +356.7% | +235.2% |
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