+199.2%
EWT vs Z
-36.8%
+236.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.4% | +5.9% | +0.4% |
| 7D | +1.6% | -3.3% | +4.9% | +2.1% |
| 30D | +8.2% | -3.7% | +11.9% | +8.5% |
| 3M | +11.1% | -7.0% | +18.0% | +11.6% |
| 6M | +60.4% | -29.5% | +90.0% | +68.6% |
| YTD | +75.6% | -52.6% | +128.1% | +96.7% |
| 1Y | +91.3% | -64.0% | +155.3% | +125.2% |
| All | +199.2% | -36.8% | +236.0% | +208.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling