+372.3%
EAT vs Z
-55.4%
+427.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.4% | -0.4% | -2.1% |
| 7D | -2.6% | -4.6% | +1.9% | -1.4% |
| 30D | +11.5% | +8.3% | +3.2% | +8.0% |
| 3M | -9.1% | -11.6% | +2.5% | -7.2% |
| 6M | +40.4% | -33.6% | +74.1% | +55.7% |
| YTD | +43.9% | -56.7% | +100.6% | +80.3% |
| 1Y | +101.9% | -59.1% | +161.1% | +156.6% |
| 3Y | +489.9% | -20.4% | +510.2% | +446.3% |
| All | +372.3% | -55.4% | +427.7% | +377.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling