+91.4%
VZ vs Z
+25.1%
+66.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.8% |
| 7D | +0.1% | -3.0% | +3.1% | +0.2% |
| 30D | +7.9% | -4.2% | +12.1% | +8.0% |
| 3M | +13.6% | -3.7% | +17.4% | +13.7% |
| 6M | +1.1% | -24.5% | +25.6% | +1.8% |
| YTD | +29.3% | -49.3% | +78.6% | +31.7% |
| 1Y | +21.2% | -58.7% | +79.9% | +24.3% |
| 3Y | +75.9% | -34.1% | +110.0% | +75.8% |
| 5Y | +24.1% | -64.5% | +88.6% | +24.7% |
| 10Y | +62.4% | -0.5% | +62.9% | +46.8% |
| All | +91.4% | +25.1% | +66.3% | +69.0% |
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