+293.0%
LOW vs Z
-16.5%
+309.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.4% | -0.7% |
| 7D | +1.4% | +0.8% | +0.6% | +1.2% |
| 30D | +21.7% | +5.2% | +16.5% | +20.0% |
| 3M | +5.0% | -17.0% | +22.1% | +8.9% |
| 6M | +4.6% | -22.7% | +27.3% | +9.6% |
| YTD | -3.5% | -56.3% | +52.8% | +13.6% |
| 1Y | +0.5% | -57.7% | +58.2% | +18.9% |
| 3Y | +24.8% | -16.5% | +41.4% | +23.0% |
| 5Y | +6.5% | -53.4% | +59.9% | +12.9% |
| All | +293.0% | -16.5% | +309.4% | +209.6% |
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