+64.9%
EL vs Z
-19.5%
+84.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.5% | +5.7% | +1.4% |
| 7D | +7.6% | -6.5% | +14.1% | +9.0% |
| 30D | +15.7% | -0.1% | +15.8% | +15.3% |
| 3M | +30.5% | -14.1% | +44.7% | +33.9% |
| 6M | +32.5% | -30.1% | +62.6% | +41.2% |
| YTD | +9.4% | -57.5% | +67.0% | +27.7% |
| 1Y | +28.4% | -60.3% | +88.7% | +51.6% |
| 3Y | +4.4% | -21.0% | +25.5% | +5.4% |
| 5Y | -64.5% | -54.9% | -9.6% | -62.2% |
| 10Y | +64.9% | -16.0% | +80.9% | +44.8% |
| All | +64.9% | -19.5% | +84.4% | +44.8% |
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 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