+287.7%
EAT vs Z
+4.8%
+282.8%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.5% | +1.4% | -2.4% |
| 7D | -5.9% | -6.5% | +0.5% | -4.1% |
| 30D | +0.7% | -0.1% | +0.8% | -0.2% |
| 3M | -14.2% | -14.1% | -0.1% | -11.6% |
| 6M | +40.7% | -30.1% | +70.8% | +53.6% |
| YTD | +36.0% | -57.5% | +93.5% | +72.0% |
| 1Y | +83.1% | -60.3% | +143.4% | +135.8% |
| 3Y | +474.8% | -21.0% | +495.9% | +449.4% |
| 5Y | +347.6% | -54.9% | +402.5% | +387.0% |
| 10Y | +321.5% | -16.0% | +337.5% | +227.3% |
| All | +287.7% | +4.8% | +282.8% | +183.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling