+122.9%
EFA vs Z
+7.8%
+115.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | -0.3% |
| 7D | +2.2% | +0.8% | +1.4% | +2.1% |
| 30D | +1.4% | +5.2% | -3.8% | +0.4% |
| 3M | -4.2% | -17.0% | +12.9% | -2.3% |
| 6M | +1.9% | -22.7% | +24.6% | +4.5% |
| YTD | +10.2% | -56.3% | +66.5% | +21.3% |
| 1Y | +12.8% | -57.7% | +70.4% | +24.5% |
| 3Y | +65.2% | -16.5% | +81.8% | +61.9% |
| 5Y | +49.8% | -53.4% | +103.2% | +53.1% |
| 10Y | +145.2% | -15.9% | +161.1% | +105.7% |
| All | +122.9% | +7.8% | +115.1% | +75.6% |
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