+384.9%
ETR vs Z
+10.9%
+374.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.8% | -2.7% | +0.8% |
| 7D | +1.7% | -5.2% | +6.9% | +2.1% |
| 30D | +8.7% | +5.7% | +3.0% | +8.1% |
| 3M | +4.9% | -8.7% | +13.7% | +5.3% |
| 6M | +0.8% | -26.0% | +26.7% | +2.5% |
| YTD | +23.1% | -55.0% | +78.2% | +29.8% |
| 1Y | +17.9% | -58.0% | +75.9% | +24.9% |
| 3Y | +154.5% | -15.2% | +169.7% | +149.7% |
| 5Y | +160.3% | -53.8% | +214.1% | +162.0% |
| 10Y | +366.9% | -14.5% | +381.5% | +298.9% |
| All | +384.9% | +10.9% | +374.0% | +304.2% |
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