+86.6%
UL vs Z
+6.9%
+79.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.1% | -2.4% |
| 7D | +1.1% | -4.6% | +5.7% | +1.4% |
| 30D | +8.2% | +8.3% | -0.1% | +7.5% |
| 3M | +4.5% | -11.6% | +16.2% | +5.2% |
| 6M | +12.6% | -33.6% | +46.2% | +15.2% |
| YTD | +3.5% | -56.7% | +60.2% | +8.6% |
| 1Y | -0.4% | -59.1% | +58.7% | +4.8% |
| 3Y | +36.0% | -20.4% | +56.4% | +34.8% |
| 5Y | +30.9% | -55.3% | +86.2% | +32.0% |
| 10Y | +97.5% | -14.2% | +111.8% | +78.0% |
| All | +86.6% | +6.9% | +79.7% | +62.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling