+81.5%
UL vs Z
+25.1%
+56.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.1% | +0.1% |
| 7D | -1.3% | -3.0% | +1.7% | -1.1% |
| 30D | +0.5% | -4.2% | +4.7% | +0.7% |
| 3M | +17.6% | -3.7% | +21.3% | +17.7% |
| 6M | -5.4% | -24.5% | +19.1% | -3.9% |
| YTD | +0.7% | -49.3% | +50.0% | +4.7% |
| 1Y | -9.3% | -58.7% | +49.4% | -4.5% |
| 3Y | +24.5% | -34.1% | +58.7% | +25.2% |
| 5Y | +23.2% | -64.5% | +87.8% | +25.5% |
| 10Y | +64.5% | -0.5% | +65.0% | +46.9% |
| All | +81.5% | +25.1% | +56.4% | +56.2% |
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