+231.7%
RF vs Z
-14.8%
+246.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.5% |
| 7D | -1.3% | -13.1% | +11.7% | +1.2% |
| 30D | +4.6% | +5.9% | -1.2% | +3.0% |
| 3M | -8.4% | -13.7% | +5.2% | -6.6% |
| 6M | +8.9% | -27.1% | +36.0% | +14.3% |
| YTD | +8.8% | -56.8% | +65.6% | +25.2% |
| 1Y | +18.9% | -60.2% | +79.1% | +38.9% |
| 3Y | +116.0% | -19.7% | +135.7% | +113.1% |
| 5Y | +46.0% | -53.7% | +99.7% | +52.6% |
| 10Y | +231.7% | -16.9% | +248.6% | +144.5% |
| All | +231.7% | -14.8% | +246.5% | +144.5% |
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