+201.0%
ET vs Z
-55.4%
+256.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +0.6% |
| 7D | -7.9% | -4.6% | -3.3% | -7.6% |
| 30D | -5.9% | +8.3% | -14.3% | -7.0% |
| 3M | -5.2% | -11.6% | +6.4% | -4.7% |
| 6M | +0.3% | -33.6% | +33.9% | +3.6% |
| YTD | +23.1% | -56.7% | +79.8% | +32.8% |
| 1Y | +22.7% | -59.1% | +81.9% | +33.1% |
| 3Y | +75.4% | -20.4% | +95.7% | +72.1% |
| All | +201.0% | -55.4% | +256.4% | +200.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling