+178.6%
ED vs Z
+6.9%
+171.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.4% | +0.1% | -2.3% |
| 7D | +1.6% | -4.6% | +6.2% | +1.7% |
| 30D | +13.3% | +8.3% | +5.0% | +13.2% |
| 3M | +9.7% | -11.6% | +21.3% | +9.8% |
| 6M | +12.8% | -33.6% | +46.4% | +13.3% |
| YTD | +22.3% | -56.7% | +79.0% | +23.6% |
| 1Y | +26.3% | -59.1% | +85.4% | +27.8% |
| 3Y | +45.0% | -20.4% | +65.4% | +44.3% |
| 5Y | +80.2% | -55.3% | +135.5% | +79.2% |
| 10Y | +129.9% | -14.2% | +144.1% | +117.7% |
| All | +178.6% | +6.9% | +171.7% | +164.1% |
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