+97.9%
EWT vs Z
-58.8%
+156.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +1.9% |
| 7D | +4.0% | -3.0% | +7.0% | +4.1% |
| 30D | +10.3% | -4.2% | +14.5% | +10.4% |
| 3M | +6.1% | -3.7% | +9.8% | +6.8% |
| 6M | +56.6% | -24.5% | +81.1% | +60.0% |
| YTD | +76.6% | -49.3% | +125.9% | +82.1% |
| 1Y | +97.9% | -58.7% | +156.5% | +104.2% |
| All | +97.9% | -58.8% | +156.7% | +104.2% |
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