+571.1%
EWT vs Z
+25.1%
+546.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +2.2% |
| 7D | +4.0% | -3.0% | +7.0% | +4.4% |
| 30D | +10.3% | -4.2% | +14.5% | +10.7% |
| 3M | +6.1% | -3.7% | +9.8% | +6.0% |
| 6M | +56.6% | -24.5% | +81.1% | +61.9% |
| YTD | +76.6% | -49.3% | +125.9% | +92.5% |
| 1Y | +97.9% | -58.7% | +156.5% | +121.6% |
| 3Y | +198.0% | -34.1% | +232.1% | +204.4% |
| 5Y | +151.8% | -64.5% | +216.3% | +166.8% |
| 10Y | +514.1% | -0.5% | +514.6% | +416.5% |
| All | +571.1% | +25.1% | +546.0% | +433.1% |
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