-37.8%
U vs Z
-67.0%
+29.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | 0.0% |
| 7D | +4.4% | -7.1% | +11.4% | +9.1% |
| 30D | -1.3% | -4.8% | +3.5% | +0.8% |
| 3M | +49.6% | -9.3% | +58.9% | +55.2% |
| 6M | +100.2% | -29.0% | +129.2% | +140.8% |
| YTD | -3.7% | -52.9% | +49.2% | +56.8% |
| 1Y | -6.5% | -63.1% | +56.6% | +76.3% |
| 3Y | +12.9% | -36.9% | +49.8% | +37.6% |
| 5Y | -68.3% | -65.5% | -2.8% | -53.4% |
| All | -37.8% | -67.0% | +29.2% | -21.3% |
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