-47.8%
S vs Z
-76.0%
+28.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -2.0% |
| 7D | +2.0% | +0.8% | +1.1% | +1.6% |
| 30D | -2.7% | +5.2% | -7.9% | -6.4% |
| 3M | -6.9% | -17.0% | +10.2% | -0.5% |
| 6M | +38.1% | -22.7% | +60.7% | +51.8% |
| YTD | +48.0% | -56.3% | +104.3% | +110.9% |
| 1Y | +34.5% | -57.7% | +92.1% | +93.8% |
| 3Y | +38.3% | -16.5% | +54.9% | +27.6% |
| 5Y | -70.9% | -53.4% | -17.5% | -67.0% |
| All | -47.8% | -76.0% | +28.2% | -28.1% |
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