+134.3%
ED vs Z
-11.7%
+145.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.8% | -3.9% | -0.2% |
| 7D | -0.1% | -5.2% | +5.1% | 0.0% |
| 30D | +11.6% | +5.7% | +5.9% | +11.5% |
| 3M | +10.5% | -8.7% | +19.3% | +10.6% |
| 6M | +13.2% | -26.0% | +39.2% | +13.5% |
| YTD | +22.1% | -55.0% | +77.2% | +23.3% |
| 1Y | +24.2% | -58.0% | +82.1% | +25.5% |
| 3Y | +46.9% | -15.2% | +62.1% | +46.0% |
| 5Y | +80.8% | -53.8% | +134.6% | +79.5% |
| 10Y | +134.3% | -14.5% | +148.8% | +125.2% |
| All | +134.3% | -11.7% | +145.9% | +125.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling