+44.0%
EAT vs Z
-58.8%
+102.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.8% |
| 7D | 0.0% | -3.0% | +3.0% | +0.3% |
| 30D | +1.9% | -4.2% | +6.1% | +2.4% |
| 3M | +68.7% | -3.7% | +72.4% | +69.3% |
| 6M | +66.9% | -24.5% | +91.4% | +74.5% |
| YTD | +60.4% | -49.3% | +109.7% | +74.3% |
| 1Y | +44.0% | -58.7% | +102.7% | +59.3% |
| All | +44.0% | -58.8% | +102.8% | +59.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling