+638.0%
XYZ vs Z
-11.7%
+649.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.8% | -0.2% | +1.6% |
| 7D | +14.9% | -5.2% | +20.1% | +18.1% |
| 30D | +14.7% | +5.7% | +8.9% | +10.6% |
| 3M | +12.1% | -8.7% | +20.8% | +15.9% |
| 6M | +18.3% | -26.0% | +44.3% | +35.4% |
| YTD | +36.1% | -55.0% | +91.1% | +98.8% |
| 1Y | +35.3% | -58.0% | +93.3% | +104.1% |
| 3Y | +73.5% | -15.2% | +88.7% | +63.3% |
| 5Y | -61.6% | -53.8% | -7.8% | -50.9% |
| 10Y | +638.0% | -14.5% | +652.5% | +583.1% |
| All | +638.0% | -11.7% | +649.7% | +583.1% |
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