+68.6%
ET vs Z
+4.8%
+63.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.5% | +7.3% | +2.6% |
| 7D | -1.9% | -6.5% | +4.6% | -1.2% |
| 30D | -3.1% | -0.1% | -3.0% | -3.7% |
| 3M | -3.9% | -14.1% | +10.2% | -2.8% |
| 6M | +4.0% | -30.1% | +34.1% | +8.1% |
| YTD | +26.4% | -57.5% | +83.9% | +40.6% |
| 1Y | +24.9% | -60.3% | +85.2% | +40.1% |
| 3Y | +85.2% | -21.0% | +106.2% | +79.9% |
| 5Y | +218.3% | -54.9% | +273.2% | +224.4% |
| 10Y | +172.0% | -16.0% | +188.0% | +84.2% |
| All | +68.6% | +4.8% | +63.8% | -17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling