+62.5%
T vs Z
-16.5%
+78.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -0.2% |
| 7D | +2.5% | +0.8% | +1.7% | +2.5% |
| 30D | -3.8% | +5.2% | -9.0% | -4.2% |
| 3M | -8.7% | -17.0% | +8.3% | -7.9% |
| 6M | -8.1% | -22.7% | +14.5% | -7.0% |
| YTD | -6.4% | -56.3% | +49.9% | -2.2% |
| 1Y | -9.8% | -57.7% | +47.9% | -5.6% |
| 3Y | +65.5% | -16.5% | +82.0% | +61.9% |
| 5Y | +57.0% | -53.4% | +110.4% | +56.7% |
| All | +62.5% | -16.5% | +78.9% | +40.6% |
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