+233.8%
LOW vs Z
-5.7%
+239.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | -0.6% | -7.1% | +6.4% | +1.0% |
| 30D | -9.3% | -4.8% | -4.5% | -8.4% |
| 3M | -8.1% | -9.3% | +1.3% | -6.5% |
| 6M | -19.8% | -29.0% | +9.2% | -14.2% |
| YTD | -16.4% | -52.9% | +36.5% | -2.8% |
| 1Y | -24.7% | -63.1% | +38.5% | -7.8% |
| 3Y | -8.8% | -36.9% | +28.0% | -4.3% |
| 5Y | +7.8% | -65.5% | +73.3% | +20.5% |
| 10Y | +233.8% | -3.9% | +237.7% | +155.4% |
| All | +233.8% | -5.7% | +239.5% | +155.4% |
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