-14.6%
EW vs Z
-55.4%
+40.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.8% | +1.7% |
| 7D | +11.0% | -4.6% | +15.6% | +11.6% |
| 30D | +19.1% | +8.3% | +10.8% | +16.8% |
| 3M | +14.4% | -11.6% | +26.0% | +15.9% |
| 6M | +22.8% | -33.6% | +56.4% | +30.6% |
| YTD | +19.8% | -56.7% | +76.5% | +36.9% |
| 1Y | +23.9% | -59.1% | +83.0% | +42.9% |
| 3Y | +52.2% | -20.4% | +72.6% | +42.8% |
| All | -14.6% | -55.4% | +40.8% | -14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling