-26.6%
U vs Z
-70.4%
+43.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.3% | +2.5% |
| 7D | +2.8% | -4.9% | +7.7% | +5.7% |
| 30D | +7.6% | +3.0% | +4.6% | +1.9% |
| 3M | +12.7% | -13.4% | +26.1% | +17.3% |
| 6M | +87.0% | -27.3% | +114.3% | +114.4% |
| YTD | +13.6% | -57.8% | +71.4% | +90.2% |
| 1Y | +25.3% | -60.0% | +85.3% | +115.9% |
| 3Y | +85.8% | -21.5% | +107.3% | +84.9% |
| 5Y | -74.5% | -55.0% | -19.5% | -65.4% |
| All | -26.6% | -70.4% | +43.9% | -4.5% |
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