+109.7%
UL vs Z
-16.5%
+126.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.5% | -2.4% | +0.8% |
| 7D | +1.1% | +0.8% | +0.3% | +1.0% |
| 30D | +4.5% | +5.2% | -0.7% | +4.0% |
| 3M | +6.5% | -17.0% | +23.5% | +7.6% |
| 6M | +18.2% | -22.7% | +40.8% | +19.7% |
| YTD | +4.7% | -56.3% | +61.0% | +9.5% |
| 1Y | +0.8% | -57.7% | +58.4% | +5.6% |
| 3Y | +35.9% | -16.5% | +52.4% | +34.4% |
| 5Y | +33.4% | -53.4% | +86.8% | +34.0% |
| All | +109.7% | -16.5% | +126.2% | +93.5% |
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