+53.4%
EFA vs Z
-65.8%
+119.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.0% |
| 7D | -0.5% | -7.1% | +6.6% | +0.5% |
| 30D | -1.3% | -4.8% | +3.4% | -0.9% |
| 3M | +5.2% | -9.3% | +14.5% | +6.1% |
| 6M | +9.4% | -29.0% | +38.3% | +13.7% |
| YTD | +12.7% | -52.9% | +65.6% | +23.5% |
| 1Y | +19.3% | -63.1% | +82.4% | +34.9% |
| 3Y | +66.3% | -36.9% | +103.2% | +69.8% |
| 5Y | +53.4% | -65.5% | +118.8% | +50.0% |
| All | +53.4% | -65.8% | +119.1% | +50.0% |
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