+67.7%
UL vs Z
-5.7%
+73.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.6% |
| 7D | -3.2% | -7.1% | +3.8% | -2.8% |
| 30D | -0.6% | -4.8% | +4.2% | -0.3% |
| 3M | +9.4% | -9.3% | +18.8% | +10.0% |
| 6M | -4.1% | -29.0% | +24.8% | -2.3% |
| YTD | -2.0% | -52.9% | +50.9% | +2.2% |
| 1Y | -9.0% | -63.1% | +54.2% | -3.6% |
| 3Y | +21.8% | -36.9% | +58.7% | +22.8% |
| 5Y | +20.6% | -65.5% | +86.1% | +22.8% |
| 10Y | +67.7% | -3.9% | +71.6% | +50.9% |
| All | +67.7% | -5.7% | +73.4% | +50.9% |
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