+652.6%
P vs Z
-19.5%
+672.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.5% | +4.7% | +0.7% |
| 7D | -13.3% | -6.5% | -6.9% | -11.6% |
| 30D | -34.0% | -0.1% | -33.9% | -34.8% |
| 3M | +4.1% | -14.1% | +18.2% | +6.4% |
| 6M | +30.5% | -30.1% | +60.5% | +40.2% |
| YTD | +52.2% | -57.5% | +109.7% | +87.8% |
| 1Y | +10.3% | -60.3% | +70.6% | +37.8% |
| 3Y | +180.9% | -21.0% | +201.9% | +168.0% |
| 5Y | +259.7% | -54.9% | +314.6% | +283.6% |
| 10Y | +652.6% | -16.0% | +668.6% | +432.3% |
| All | +652.6% | -19.5% | +672.1% | +432.3% |
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