-15.6%
Z vs RUN
+68.6%
-84.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +3.1% |
| 7D | +0.8% | -13.5% | +14.4% | +4.5% |
| 30D | +5.2% | +18.3% | -13.1% | -0.1% |
| 3M | -17.0% | -12.5% | -4.6% | -15.4% |
| 6M | -22.7% | -40.3% | +17.7% | -14.4% |
| YTD | -56.3% | -53.1% | -3.2% | -50.8% |
| 1Y | -57.7% | -54.3% | -3.4% | -52.3% |
| 3Y | -16.5% | -6.5% | -10.0% | -45.7% |
| 5Y | -53.4% | -85.3% | +31.9% | -50.9% |
| All | -15.6% | +68.6% | -84.2% | -59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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