+257.0%
EW vs Z
+25.1%
+231.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.3% | +0.5% |
| 7D | -0.3% | -3.0% | +2.7% | +0.1% |
| 30D | +1.0% | -4.2% | +5.2% | +1.5% |
| 3M | +2.8% | -3.7% | +6.5% | +2.9% |
| 6M | +5.5% | -24.5% | +30.0% | +9.5% |
| YTD | +5.5% | -49.3% | +54.8% | +16.1% |
| 1Y | +11.0% | -58.7% | +69.7% | +25.9% |
| 3Y | +17.7% | -34.1% | +51.8% | +19.2% |
| 5Y | -25.7% | -64.5% | +38.8% | -21.5% |
| 10Y | +132.8% | -0.5% | +133.3% | +93.2% |
| All | +257.0% | +25.1% | +231.9% | +184.9% |
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 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