+173.7%
ET vs STZ
-13.0%
+186.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.6% |
| 7D | +0.6% | -6.0% | +6.7% | +2.6% |
| 30D | +5.3% | -8.9% | +14.2% | +8.2% |
| 3M | +15.6% | -12.6% | +28.2% | +20.1% |
| 6M | +20.6% | -17.2% | +37.8% | +26.9% |
| YTD | +38.5% | -10.0% | +48.6% | +40.7% |
| 1Y | +35.7% | -14.3% | +50.0% | +39.6% |
| 3Y | +98.4% | -49.9% | +148.3% | +142.8% |
| 5Y | +245.3% | -38.2% | +283.5% | +281.8% |
| 10Y | +173.7% | -12.0% | +185.7% | +170.4% |
| All | +173.7% | -13.0% | +186.8% | +170.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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