-26.3%
U vs Z
-70.2%
+43.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.5% | +3.4% | +1.3% |
| 7D | +24.4% | -6.5% | +30.8% | +27.1% |
| 30D | +7.4% | -0.1% | +7.5% | +3.7% |
| 3M | +16.8% | -14.1% | +30.9% | +22.3% |
| 6M | +78.8% | -30.1% | +108.8% | +110.5% |
| YTD | +14.0% | -57.5% | +71.5% | +90.2% |
| 1Y | +16.7% | -60.3% | +77.0% | +102.3% |
| 3Y | +86.4% | -21.0% | +107.4% | +84.9% |
| 5Y | -71.5% | -54.9% | -16.6% | -61.4% |
| All | -26.3% | -70.2% | +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