+707.9%
P vs Z
-11.7%
+719.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.8% | +2.5% | +5.2% |
| 7D | -9.6% | -5.2% | -4.5% | -8.2% |
| 30D | -33.4% | +5.7% | -39.2% | -35.2% |
| 3M | +14.2% | -8.7% | +23.0% | +14.8% |
| 6M | +31.6% | -26.0% | +57.5% | +39.2% |
| YTD | +53.5% | -55.0% | +108.5% | +86.3% |
| 1Y | +14.2% | -58.0% | +72.2% | +40.4% |
| 3Y | +190.5% | -15.2% | +205.7% | +171.8% |
| 5Y | +256.3% | -53.8% | +310.2% | +278.1% |
| 10Y | +707.9% | -14.5% | +722.4% | +490.9% |
| All | +707.9% | -11.7% | +719.5% | +490.9% |
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