+655.3%
P vs Z
-14.8%
+670.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.7% | +2.7% | +4.0% |
| 7D | -4.7% | -13.1% | +8.4% | -0.5% |
| 30D | -31.4% | +5.9% | -37.3% | -33.3% |
| 3M | -2.6% | -13.7% | +11.0% | -0.6% |
| 6M | +21.9% | -27.1% | +49.1% | +29.5% |
| YTD | +58.9% | -56.8% | +115.7% | +95.2% |
| 1Y | +21.7% | -60.2% | +82.0% | +52.1% |
| 3Y | +193.3% | -19.7% | +213.0% | +178.6% |
| 5Y | +275.1% | -53.7% | +328.8% | +296.9% |
| 10Y | +655.3% | -16.9% | +672.2% | +443.4% |
| All | +655.3% | -14.8% | +670.1% | +443.4% |
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