+452.3%
EWT vs Z
-16.5%
+468.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.3% | -0.4% |
| 7D | +9.1% | +0.8% | +8.3% | +9.0% |
| 30D | -12.2% | +5.2% | -17.4% | -13.1% |
| 3M | -9.4% | -17.0% | +7.6% | -7.5% |
| 6M | +2.7% | -22.7% | +25.3% | +5.4% |
| YTD | +53.3% | -56.3% | +109.6% | +70.0% |
| 1Y | +59.2% | -57.7% | +116.8% | +77.0% |
| 3Y | +157.1% | -16.5% | +173.6% | +153.3% |
| 5Y | +119.6% | -53.4% | +173.0% | +125.9% |
| All | +452.3% | -16.5% | +468.7% | +380.6% |
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