+1,135.8%
URI vs Z
-16.5%
+1,152.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.5% | -4.8% | -2.2% |
| 7D | +6.7% | +0.8% | +5.9% | +6.5% |
| 30D | +8.9% | +5.2% | +3.7% | +6.7% |
| 3M | +0.5% | -17.0% | +17.6% | +4.4% |
| 6M | +20.7% | -22.7% | +43.3% | +26.4% |
| YTD | +40.0% | -56.3% | +96.4% | +69.7% |
| 1Y | +34.4% | -57.7% | +92.1% | +64.1% |
| 3Y | +149.5% | -16.5% | +166.0% | +140.6% |
| 5Y | +205.6% | -53.4% | +259.0% | +227.0% |
| All | +1,135.8% | -16.5% | +1,152.3% | +788.3% |
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