+16.1%
EL vs Z
-63.3%
+79.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.4% | +4.4% | -0.5% |
| 7D | +1.7% | -3.3% | +4.9% | +2.4% |
| 30D | +15.5% | -3.7% | +19.2% | +16.7% |
| 3M | +20.6% | -7.0% | +27.5% | +22.3% |
| 6M | +10.5% | -29.5% | +40.0% | +17.3% |
| YTD | -1.9% | -52.6% | +50.7% | +11.4% |
| 1Y | +16.1% | -64.0% | +80.1% | +39.1% |
| All | +16.1% | -63.3% | +79.3% | +39.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling