-44.9%
S vs Z
-76.6%
+31.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.1% | +2.2% |
| 7D | +1.4% | -6.5% | +7.8% | +4.4% |
| 30D | -10.8% | -0.1% | -10.7% | -12.1% |
| 3M | +5.4% | -14.1% | +19.5% | +10.6% |
| 6M | +41.2% | -30.1% | +71.3% | +62.9% |
| YTD | +56.2% | -57.5% | +113.7% | +125.5% |
| 1Y | +36.3% | -60.3% | +96.6% | +102.8% |
| 3Y | +49.4% | -21.0% | +70.5% | +41.8% |
| 5Y | -66.9% | -54.9% | -12.0% | -61.9% |
| All | -44.9% | -76.6% | +31.7% | -23.1% |
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