-8.2%
EW vs Z
-53.4%
+45.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.2% | +0.7% |
| 7D | +4.9% | +0.8% | +4.1% | +4.7% |
| 30D | +23.9% | +5.2% | +18.8% | +22.3% |
| 3M | +15.8% | -17.0% | +32.8% | +18.7% |
| 6M | +31.7% | -22.7% | +54.3% | +36.1% |
| YTD | +25.7% | -56.3% | +82.0% | +43.3% |
| 1Y | +24.4% | -57.7% | +82.1% | +42.5% |
| 3Y | +65.9% | -16.5% | +82.4% | +53.8% |
| All | -8.2% | -53.4% | +45.3% | -9.4% |
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