+238.2%
ET vs STZ
-36.5%
+274.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.6% | +5.7% | +1.0% |
| 7D | +0.4% | -7.4% | +7.8% | +1.7% |
| 30D | +6.9% | -10.9% | +17.7% | +8.9% |
| 3M | +13.1% | -13.4% | +26.5% | +15.7% |
| 6M | +18.7% | -16.2% | +34.9% | +21.9% |
| YTD | +37.4% | -10.4% | +47.9% | +38.4% |
| 1Y | +34.8% | -14.8% | +49.6% | +37.0% |
| 3Y | +96.8% | -50.1% | +146.9% | +126.2% |
| 5Y | +238.2% | -38.8% | +277.0% | +234.0% |
| All | +238.2% | -36.5% | +274.8% | +234.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling