+163.1%
ET vs STZ
+13.4%
+149.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.3% |
| 7D | +2.5% | +2.6% | 0.0% | +1.7% |
| 30D | -2.5% | +15.2% | -17.6% | -7.2% |
| 3M | -4.9% | +7.6% | -12.5% | -7.7% |
| 6M | -0.1% | +5.3% | -5.4% | -2.7% |
| YTD | +26.2% | +8.6% | +17.6% | +20.0% |
| 1Y | +25.2% | +15.6% | +9.6% | +16.0% |
| 3Y | +84.2% | -35.2% | +119.3% | +107.1% |
| 5Y | +216.1% | -29.1% | +245.2% | +235.5% |
| All | +163.1% | +13.4% | +149.8% | +142.2% |
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