+64.9%
EFA vs Z
-20.9%
+85.8%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.4% |
| 7D | +1.3% | -4.9% | +6.2% | +1.9% |
| 30D | +0.5% | +3.0% | -2.4% | 0.0% |
| 3M | -4.1% | -13.4% | +9.3% | -3.0% |
| 6M | +2.4% | -27.3% | +29.8% | +5.6% |
| YTD | +10.0% | -57.8% | +67.8% | +21.0% |
| 1Y | +11.4% | -60.0% | +71.4% | +23.2% |
| All | +64.9% | -20.9% | +85.8% | +64.2% |
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 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