+71.5%
T vs Z
-5.0%
+76.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.4% | +6.1% | +0.1% |
| 7D | -1.5% | -3.3% | +1.7% | -1.4% |
| 30D | +7.6% | -3.7% | +11.3% | +7.8% |
| 3M | +15.3% | -7.0% | +22.3% | +15.6% |
| 6M | -8.5% | -29.5% | +21.0% | -6.8% |
| YTD | +6.8% | -52.6% | +59.3% | +11.2% |
| 1Y | -7.2% | -64.0% | +56.8% | -1.7% |
| 3Y | +108.2% | -36.4% | +144.7% | +108.5% |
| 5Y | +66.1% | -65.8% | +131.8% | +69.5% |
| All | +71.5% | -5.0% | +76.5% | +44.6% |
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