+91.7%
USB vs Z
-14.9%
+106.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.1% |
| 7D | 0.0% | -4.6% | +4.6% | +0.6% |
| 30D | +5.8% | +8.3% | -2.5% | +4.2% |
| 3M | -6.0% | -11.6% | +5.6% | -4.8% |
| 6M | +7.8% | -33.6% | +41.4% | +13.7% |
| YTD | +14.6% | -56.7% | +71.3% | +28.3% |
| 1Y | +31.8% | -59.1% | +90.9% | +48.7% |
| 3Y | +91.5% | -20.4% | +111.9% | +91.1% |
| 5Y | +22.0% | -55.3% | +77.3% | +27.2% |
| All | +91.7% | -14.9% | +106.7% | +58.2% |
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 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