+311.1%
SPOT vs Z
-43.9%
+355.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.5% | -1.1% | +1.3% |
| 7D | +1.6% | +0.8% | +0.7% | +1.2% |
| 30D | +16.9% | +5.2% | +11.7% | +14.5% |
| 3M | +23.0% | -17.0% | +40.0% | +29.2% |
| 6M | +42.2% | -22.7% | +64.8% | +51.7% |
| YTD | +5.5% | -56.3% | +61.8% | +33.3% |
| 1Y | -5.1% | -57.7% | +52.6% | +20.8% |
| 3Y | +257.9% | -16.5% | +274.5% | +239.3% |
| 5Y | +118.4% | -53.4% | +171.8% | +139.2% |
| All | +311.1% | -43.9% | +355.0% | +299.6% |
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