+25.2%
ET vs Z
-58.2%
+83.4%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.6% | +0.1% |
| 7D | +2.5% | +0.8% | +1.7% | +2.6% |
| 30D | -2.5% | +5.2% | -7.6% | -2.1% |
| 3M | -4.9% | -17.0% | +12.2% | -5.2% |
| 6M | -0.1% | -22.7% | +22.6% | -0.4% |
| YTD | +26.2% | -56.3% | +82.5% | +26.4% |
| 1Y | +25.2% | -57.7% | +82.8% | +25.6% |
| All | +25.2% | -58.2% | +83.4% | +25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling