+385.7%
ETR vs Z
+6.6%
+379.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.1% |
| 7D | +0.1% | -13.1% | +13.1% | +1.1% |
| 30D | +7.7% | +5.9% | +1.8% | +7.1% |
| 3M | +5.7% | -13.7% | +19.4% | +6.5% |
| 6M | -0.3% | -27.1% | +26.9% | +1.6% |
| YTD | +23.4% | -56.8% | +80.2% | +30.4% |
| 1Y | +18.5% | -60.2% | +78.7% | +26.0% |
| 3Y | +155.6% | -19.7% | +175.3% | +151.7% |
| 5Y | +158.7% | -53.7% | +212.4% | +160.1% |
| 10Y | +377.8% | -16.9% | +394.6% | +308.9% |
| All | +385.7% | +6.6% | +379.2% | +306.0% |
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