+78.2%
O vs Z
-11.7%
+89.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.8% | -3.0% | +0.3% |
| 7D | +3.3% | -5.2% | +8.5% | +3.9% |
| 30D | +10.3% | +5.7% | +4.6% | +9.3% |
| 3M | -3.5% | -8.7% | +5.3% | -2.9% |
| 6M | -1.3% | -26.0% | +24.7% | +1.7% |
| YTD | +10.3% | -55.0% | +65.4% | +20.2% |
| 1Y | +10.4% | -58.0% | +68.4% | +21.2% |
| 3Y | +40.0% | -15.2% | +55.2% | +35.0% |
| 5Y | +12.4% | -53.8% | +66.2% | +13.8% |
| 10Y | +78.2% | -14.5% | +92.7% | +42.7% |
| All | +78.2% | -11.7% | +89.9% | +42.7% |
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