+365.6%
NDAQ vs Z
-6.2%
+371.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.8% | +0.4% | -1.9% |
| 7D | -6.8% | -11.6% | +4.8% | -5.0% |
| 30D | -3.2% | -8.5% | +5.3% | -2.0% |
| 3M | +6.5% | -7.9% | +14.4% | +7.5% |
| 6M | +5.7% | -29.1% | +34.8% | +10.6% |
| YTD | -4.6% | -54.2% | +49.6% | +6.2% |
| 1Y | -1.6% | -63.5% | +62.0% | +12.9% |
| 3Y | +86.4% | -38.6% | +125.1% | +93.5% |
| 5Y | +50.3% | -66.0% | +116.3% | +60.6% |
| All | +365.6% | -6.2% | +371.8% | +306.8% |
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