+107.4%
DE vs Z
-54.5%
+161.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.4% |
| 7D | +2.3% | -13.1% | +15.3% | +4.1% |
| 30D | +9.3% | +5.9% | +3.5% | +8.2% |
| 3M | +12.2% | -13.7% | +25.9% | +13.6% |
| 6M | +18.1% | -27.1% | +45.2% | +22.2% |
| YTD | +49.8% | -56.8% | +106.6% | +66.5% |
| 1Y | +46.4% | -60.2% | +106.6% | +64.7% |
| 3Y | +92.5% | -19.7% | +112.2% | +89.5% |
| 5Y | +107.4% | -53.7% | +161.1% | +110.9% |
| All | +107.4% | -54.5% | +161.9% | +110.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling