+239.8%
EW vs Z
-11.7%
+251.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.8% | -1.3% | +1.9% |
| 7D | +12.3% | -5.2% | +17.4% | +13.0% |
| 30D | +22.9% | +5.7% | +17.2% | +21.3% |
| 3M | +16.7% | -8.7% | +25.5% | +17.6% |
| 6M | +31.0% | -26.0% | +56.9% | +36.1% |
| YTD | +22.8% | -55.0% | +77.9% | +37.7% |
| 1Y | +25.6% | -58.0% | +83.6% | +42.2% |
| 3Y | +62.0% | -15.2% | +77.1% | +55.4% |
| 5Y | -12.8% | -53.8% | +41.0% | -10.9% |
| 10Y | +239.8% | -14.5% | +254.3% | +177.6% |
| All | +239.8% | -11.7% | +251.4% | +177.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling