+49.6%
EFA vs Z
-54.7%
+104.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.3% |
| 7D | +1.3% | -4.9% | +6.2% | +2.0% |
| 30D | +0.5% | +3.0% | -2.4% | -0.2% |
| 3M | -4.1% | -13.4% | +9.3% | -2.8% |
| 6M | +2.4% | -27.3% | +29.8% | +6.2% |
| YTD | +10.0% | -57.8% | +67.8% | +23.0% |
| 1Y | +11.4% | -60.0% | +71.4% | +25.4% |
| 3Y | +65.4% | -21.5% | +86.9% | +61.5% |
| 5Y | +49.6% | -55.0% | +104.6% | +48.8% |
| All | +49.6% | -54.7% | +104.4% | +48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling