+39.7%
EFX vs Z
-2.5%
+42.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.0% | -3.4% | -0.3% |
| 7D | -4.5% | -6.0% | +1.5% | -3.3% |
| 30D | -6.1% | -2.3% | -3.8% | -5.7% |
| 3M | +6.2% | -0.6% | +6.8% | +6.2% |
| 6M | -11.2% | -27.6% | +16.4% | -5.6% |
| YTD | -21.4% | -52.4% | +31.0% | -9.5% |
| 1Y | -34.3% | -63.6% | +29.3% | -20.6% |
| 3Y | -12.5% | -36.4% | +23.9% | -6.8% |
| 5Y | -35.6% | -64.6% | +29.0% | -29.4% |
| All | +39.7% | -2.5% | +42.1% | +17.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling