+1,340.7%
URI vs Z
-14.9%
+1,355.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.6% | +1.8% |
| 7D | -9.8% | -4.6% | -5.2% | -8.9% |
| 30D | +1.7% | +8.3% | -6.6% | -1.1% |
| 3M | -9.1% | -11.6% | +2.6% | -7.2% |
| 6M | +9.9% | -33.6% | +43.5% | +20.1% |
| YTD | +31.2% | -56.7% | +87.9% | +59.4% |
| 1Y | +25.9% | -59.1% | +85.1% | +55.3% |
| 3Y | +147.4% | -20.4% | +167.8% | +141.7% |
| 5Y | +179.7% | -55.3% | +235.0% | +202.8% |
| All | +1,340.7% | -14.9% | +1,355.6% | +932.1% |
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