+502.6%
EWT vs Z
-6.2%
+508.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.8% | +0.2% | -2.1% |
| 7D | -1.1% | -11.6% | +10.5% | +0.6% |
| 30D | +4.8% | -8.5% | +13.3% | +5.9% |
| 3M | +11.1% | -7.9% | +19.0% | +11.7% |
| 6M | +54.6% | -29.1% | +83.7% | +61.2% |
| YTD | +71.4% | -54.2% | +125.6% | +89.7% |
| 1Y | +82.1% | -63.5% | +145.6% | +107.8% |
| 3Y | +193.2% | -38.6% | +231.8% | +202.6% |
| 5Y | +146.1% | -66.0% | +212.1% | +162.2% |
| All | +502.6% | -6.2% | +508.8% | +410.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling