+1,218.8%
URI vs Z
-11.7%
+1,230.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +3.8% | +3.1% | +5.9% |
| 7D | -4.0% | -5.2% | +1.1% | -2.9% |
| 30D | +6.8% | +5.7% | +1.1% | +4.6% |
| 3M | -2.8% | -8.7% | +5.9% | -1.7% |
| 6M | +20.9% | -26.0% | +46.8% | +28.2% |
| YTD | +40.2% | -55.0% | +95.3% | +68.7% |
| 1Y | +34.1% | -58.0% | +92.1% | +64.2% |
| 3Y | +164.1% | -15.2% | +179.3% | +153.8% |
| 5Y | +199.3% | -53.8% | +253.1% | +221.4% |
| 10Y | +1,218.8% | -14.5% | +1,233.4% | +845.9% |
| All | +1,218.8% | -11.7% | +1,230.5% | +845.9% |
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 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