+26.8%
PL vs Z
-78.6%
+105.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -2.4% | +12.8% | +11.3% |
| 7D | -6.8% | -4.6% | -2.3% | -5.8% |
| 30D | -29.3% | +8.3% | -37.6% | -32.6% |
| 3M | -44.8% | -11.6% | -33.2% | -43.6% |
| 6M | -68.4% | -33.6% | -34.7% | -64.2% |
| YTD | -36.4% | -56.7% | +20.3% | -15.4% |
| 1Y | +0.7% | -59.1% | +59.9% | +36.7% |
| 3Y | +455.3% | -20.4% | +475.7% | +456.7% |
| 5Y | +22.7% | -55.3% | +77.9% | +37.2% |
| All | +26.8% | -78.6% | +105.3% | +40.9% |
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