+8.1%
EW vs Z
-63.3%
+71.4%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -6.4% | +2.9% | -2.9% |
| 7D | -4.4% | -3.3% | -1.2% | -4.1% |
| 30D | -3.3% | -3.7% | +0.4% | -3.0% |
| 3M | +1.0% | -7.0% | +8.0% | +1.5% |
| 6M | +6.2% | -29.5% | +35.7% | +8.7% |
| YTD | +1.7% | -52.6% | +54.3% | +6.7% |
| 1Y | +8.1% | -64.0% | +72.1% | +16.0% |
| All | +8.1% | -63.3% | +71.4% | +16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling