+483.0%
EAT vs Z
-18.1%
+501.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.1% | -0.3% |
| 7D | -4.0% | +0.8% | -4.8% | -4.2% |
| 30D | -2.9% | +5.2% | -8.1% | -4.2% |
| 3M | -16.9% | -17.0% | +0.2% | -14.4% |
| 6M | +57.0% | -22.7% | +79.6% | +63.2% |
| YTD | +38.2% | -56.3% | +94.5% | +61.8% |
| 1Y | +69.3% | -57.7% | +126.9% | +99.1% |
| 3Y | +483.0% | -16.5% | +499.5% | +440.2% |
| All | +483.0% | -18.1% | +501.1% | +440.2% |
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