+21.4%
UL vs Z
-67.0%
+88.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.4% | +5.4% | -0.6% |
| 7D | -1.3% | -3.3% | +2.0% | -1.1% |
| 30D | +0.9% | -3.7% | +4.6% | +1.1% |
| 3M | +14.2% | -7.0% | +21.2% | +14.6% |
| 6M | -3.2% | -29.5% | +26.3% | -1.2% |
| YTD | -0.3% | -52.6% | +52.2% | +4.2% |
| 1Y | -8.8% | -64.0% | +55.2% | -2.8% |
| 3Y | +23.9% | -36.4% | +60.3% | +24.6% |
| 5Y | +21.4% | -65.8% | +87.1% | +17.9% |
| All | +21.4% | -67.0% | +88.4% | +17.9% |
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 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