+152.1%
ED vs Z
+25.1%
+127.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -1.3% |
| 7D | -0.2% | -3.0% | +2.8% | -0.1% |
| 30D | -0.1% | -4.2% | +4.0% | -0.1% |
| 3M | +3.9% | -3.7% | +7.6% | +3.9% |
| 6M | -3.0% | -24.5% | +21.5% | -2.7% |
| YTD | +10.7% | -49.3% | +60.0% | +11.7% |
| 1Y | +13.3% | -58.7% | +72.0% | +14.8% |
| 3Y | +34.5% | -34.1% | +68.6% | +34.4% |
| 5Y | +67.1% | -64.5% | +131.7% | +66.7% |
| 10Y | +103.0% | -0.5% | +103.5% | +92.0% |
| All | +152.1% | +25.1% | +127.0% | +138.6% |
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