+83.3%
ET vs Z
+25.1%
+58.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.6% |
| 7D | +0.9% | -3.0% | +3.9% | +1.3% |
| 30D | +7.5% | -4.2% | +11.7% | +7.9% |
| 3M | +11.4% | -3.7% | +15.1% | +11.4% |
| 6M | +18.5% | -24.5% | +43.0% | +22.4% |
| YTD | +37.4% | -49.3% | +86.7% | +50.1% |
| 1Y | +30.9% | -58.7% | +89.6% | +47.1% |
| 3Y | +98.7% | -34.1% | +132.9% | +101.0% |
| 5Y | +230.7% | -64.5% | +295.3% | +252.5% |
| 10Y | +175.6% | -0.5% | +176.1% | +83.5% |
| All | +83.3% | +25.1% | +58.2% | -12.1% |
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 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