+161.3%
ET vs Z
-14.8%
+176.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.1% |
| 7D | +1.8% | -13.1% | +14.8% | +3.3% |
| 30D | -3.0% | +5.9% | -8.8% | -4.1% |
| 3M | -4.7% | -13.7% | +9.0% | -3.8% |
| 6M | +2.7% | -27.1% | +29.8% | +5.5% |
| YTD | +26.5% | -56.8% | +83.3% | +38.0% |
| 1Y | +25.0% | -60.2% | +85.2% | +37.5% |
| 3Y | +85.4% | -19.7% | +105.1% | +81.2% |
| 5Y | +215.5% | -53.7% | +269.2% | +219.7% |
| 10Y | +161.3% | -16.9% | +178.2% | +100.8% |
| All | +161.3% | -14.8% | +176.1% | +100.8% |
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