+504.0%
V vs Z
+6.9%
+497.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.5% | +0.4% |
| 7D | +2.2% | -4.6% | +6.7% | +2.9% |
| 30D | +13.6% | +8.3% | +5.3% | +11.9% |
| 3M | +14.3% | -11.6% | +25.9% | +15.9% |
| 6M | +33.1% | -33.6% | +66.7% | +40.5% |
| YTD | +21.2% | -56.7% | +77.9% | +35.7% |
| 1Y | +26.4% | -59.1% | +85.6% | +42.6% |
| 3Y | +77.6% | -20.4% | +98.0% | +74.1% |
| 5Y | +102.6% | -55.3% | +157.9% | +109.4% |
| 10Y | +464.4% | -14.2% | +478.6% | +358.1% |
| All | +504.0% | +6.9% | +497.1% | +358.9% |
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 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