+489.9%
EAT vs Z
-21.1%
+510.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.4% | -0.4% | -2.4% |
| 7D | -2.6% | -4.6% | +1.9% | -1.8% |
| 30D | +11.5% | +8.3% | +3.2% | +9.3% |
| 3M | -9.1% | -11.6% | +2.5% | -7.7% |
| 6M | +40.4% | -33.6% | +74.1% | +51.3% |
| YTD | +43.9% | -56.7% | +100.6% | +68.6% |
| 1Y | +101.9% | -59.1% | +161.1% | +138.9% |
| 3Y | +489.9% | -20.4% | +510.2% | +456.2% |
| All | +489.9% | -21.1% | +510.9% | +456.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling