+488.5%
NDAQ vs Z
-16.5%
+504.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.6% | -0.7% |
| 7D | +1.3% | +0.8% | +0.4% | +1.1% |
| 30D | +18.0% | +5.2% | +12.8% | +16.7% |
| 3M | +11.5% | -17.0% | +28.6% | +14.1% |
| 6M | +21.1% | -22.7% | +43.7% | +24.8% |
| YTD | +12.8% | -56.3% | +69.1% | +25.9% |
| 1Y | +25.7% | -57.7% | +83.4% | +40.8% |
| 3Y | +116.8% | -16.5% | +133.4% | +114.7% |
| 5Y | +67.3% | -53.4% | +120.7% | +72.9% |
| All | +488.5% | -16.5% | +504.9% | +419.3% |
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