+44.8%
PL vs Z
-78.6%
+123.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | -0.1% |
| 7D | +13.4% | -13.1% | +26.4% | +19.6% |
| 30D | -10.2% | +5.9% | -16.0% | -13.4% |
| 3M | -39.5% | -13.7% | -25.8% | -37.6% |
| 6M | -65.7% | -27.1% | -38.6% | -62.6% |
| YTD | -27.3% | -56.8% | +29.5% | -3.2% |
| 1Y | +15.0% | -60.2% | +75.2% | +58.2% |
| 3Y | +560.8% | -19.7% | +580.5% | +560.5% |
| 5Y | +38.4% | -53.7% | +92.1% | +55.0% |
| All | +44.8% | -78.6% | +123.5% | +61.3% |
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