+28.4%
EL vs Z
-60.5%
+88.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.5% | +5.7% | +1.7% |
| 7D | +7.6% | -6.5% | +14.1% | +9.4% |
| 30D | +15.7% | -0.1% | +15.8% | +15.2% |
| 3M | +30.5% | -14.1% | +44.7% | +35.2% |
| 6M | +32.5% | -30.1% | +62.6% | +42.6% |
| YTD | +9.4% | -57.5% | +67.0% | +28.2% |
| 1Y | +28.4% | -60.3% | +88.7% | +53.7% |
| All | +28.4% | -60.5% | +88.9% | +53.7% |
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