+50.3%
O vs Z
-7.0%
+57.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.4% | +6.1% | +0.4% |
| 7D | -0.6% | -3.3% | +2.7% | -0.2% |
| 30D | -2.0% | -3.7% | +1.8% | -1.6% |
| 3M | +3.0% | -7.0% | +10.0% | +3.5% |
| 6M | -3.6% | -29.5% | +25.9% | -0.1% |
| YTD | +12.1% | -52.6% | +64.6% | +21.8% |
| 1Y | +8.9% | -64.0% | +72.9% | +22.4% |
| 3Y | +30.3% | -36.4% | +66.8% | +31.5% |
| 5Y | +13.7% | -65.8% | +79.5% | +20.0% |
| 10Y | +50.3% | -5.8% | +56.1% | +18.1% |
| All | +50.3% | -7.0% | +57.2% | +18.1% |
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