+73.8%
EAT vs Z
-61.0%
+134.8%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.3% |
| 7D | -7.1% | -4.9% | -2.2% | -6.5% |
| 30D | -2.3% | +3.0% | -5.3% | -2.6% |
| 3M | -19.6% | -13.4% | -6.2% | -18.6% |
| 6M | +46.0% | -27.3% | +73.3% | +52.0% |
| YTD | +37.7% | -57.8% | +95.5% | +48.7% |
| 1Y | +73.8% | -60.0% | +133.8% | +89.0% |
| All | +73.8% | -61.0% | +134.8% | +89.0% |
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