+217.0%
W vs Z
-19.5%
+236.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.5% | +1.8% | -0.1% |
| 7D | +1.1% | -6.5% | +7.5% | +5.7% |
| 30D | +6.4% | -0.1% | +6.5% | +5.4% |
| 3M | +9.0% | -14.1% | +23.1% | +17.5% |
| 6M | +69.8% | -30.1% | +99.9% | +108.5% |
| YTD | +12.1% | -57.5% | +69.6% | +86.6% |
| 1Y | 0.0% | -60.3% | +60.3% | +73.0% |
| 3Y | +160.3% | -21.0% | +181.4% | +170.2% |
| 5Y | -53.3% | -54.9% | +1.6% | -27.6% |
| 10Y | +217.0% | -16.0% | +233.0% | +172.9% |
| All | +217.0% | -19.5% | +236.5% | +172.9% |
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 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