-47.7%
QS vs Z
-59.5%
+11.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | +0.6% |
| 7D | -5.0% | -11.6% | +6.6% | +1.0% |
| 30D | -18.3% | -8.5% | -9.8% | -15.5% |
| 3M | -26.0% | -7.9% | -18.1% | -24.4% |
| 6M | -24.0% | -29.1% | +5.0% | -11.7% |
| YTD | -50.3% | -54.2% | +3.9% | -28.4% |
| 1Y | -38.0% | -63.5% | +25.6% | -0.3% |
| 3Y | -24.6% | -38.6% | +14.0% | -14.2% |
| 5Y | -75.4% | -66.0% | -9.5% | -68.5% |
| All | -47.7% | -59.5% | +11.8% | +96.4% |
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