+31.1%
UL vs Z
-55.4%
+86.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.1% | -2.3% |
| 7D | +1.1% | -4.6% | +5.7% | +1.4% |
| 30D | +8.2% | +8.3% | -0.1% | +7.4% |
| 3M | +4.5% | -11.6% | +16.2% | +5.3% |
| 6M | +12.6% | -33.6% | +46.2% | +15.6% |
| YTD | +3.5% | -56.7% | +60.2% | +9.4% |
| 1Y | -0.4% | -59.1% | +58.7% | +5.6% |
| 3Y | +36.0% | -20.4% | +56.4% | +33.3% |
| All | +31.1% | -55.4% | +86.5% | +29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling