+382.0%
EAT vs Z
-7.0%
+389.0%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.4% | +3.1% | -1.2% |
| 7D | -4.9% | -3.3% | -1.7% | -3.9% |
| 30D | -1.2% | -3.7% | +2.5% | -0.6% |
| 3M | +52.2% | -7.0% | +59.2% | +53.4% |
| 6M | +65.0% | -29.5% | +94.6% | +82.3% |
| YTD | +55.0% | -52.6% | +107.6% | +94.1% |
| 1Y | +42.1% | -64.0% | +106.1% | +94.8% |
| 3Y | +614.7% | -36.4% | +651.1% | +644.8% |
| 5Y | +322.7% | -65.8% | +388.5% | +402.7% |
| 10Y | +382.0% | -5.8% | +387.9% | +236.7% |
| All | +382.0% | -7.0% | +389.0% | +236.7% |
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