+35.8%
EQT vs Z
-39.0%
+74.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +0.8% |
| 7D | -1.2% | -11.6% | +10.4% | -0.3% |
| 30D | +1.1% | -8.5% | +9.6% | +1.6% |
| 3M | +4.8% | -7.9% | +12.7% | +5.1% |
| 6M | -10.6% | -29.1% | +18.5% | -8.6% |
| YTD | +3.4% | -54.2% | +57.6% | +10.1% |
| 1Y | +8.7% | -63.5% | +72.2% | +18.3% |
| All | +35.8% | -39.0% | +74.8% | +50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling