+173.7%
ET vs Z
-5.7%
+179.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | +0.6% | -7.1% | +7.7% | +1.5% |
| 30D | +5.3% | -4.8% | +10.1% | +5.7% |
| 3M | +15.6% | -9.3% | +25.0% | +16.5% |
| 6M | +20.6% | -29.0% | +49.6% | +24.8% |
| YTD | +38.5% | -52.9% | +91.4% | +50.6% |
| 1Y | +35.7% | -63.1% | +98.9% | +52.0% |
| 3Y | +98.4% | -36.9% | +135.2% | +101.6% |
| 5Y | +245.3% | -65.5% | +310.8% | +264.1% |
| 10Y | +173.7% | -3.9% | +177.6% | +102.9% |
| All | +173.7% | -5.7% | +179.4% | +102.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling