+58.8%
T vs Z
-19.5%
+78.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.5% | +6.2% | +1.0% |
| 7D | +2.6% | -6.5% | +9.0% | +2.9% |
| 30D | -1.1% | -0.1% | -1.0% | -1.2% |
| 3M | -7.7% | -14.1% | +6.4% | -7.1% |
| 6M | -10.6% | -30.1% | +19.4% | -9.0% |
| YTD | -7.5% | -57.5% | +50.1% | -3.1% |
| 1Y | -7.4% | -60.3% | +52.9% | -2.7% |
| 3Y | +63.1% | -21.0% | +84.1% | +60.2% |
| 5Y | +55.2% | -54.9% | +110.1% | +55.3% |
| 10Y | +58.8% | -16.0% | +74.8% | +37.3% |
| All | +58.8% | -19.5% | +78.3% | +37.3% |
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