-30.8%
EFX vs Z
-64.6%
+33.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.7% | +1.0% |
| 7D | -11.1% | -11.6% | +0.4% | -6.8% |
| 30D | -7.4% | -8.5% | +1.1% | -4.3% |
| 3M | +1.5% | -7.9% | +9.4% | +4.0% |
| 6M | -13.7% | -29.1% | +15.4% | -4.7% |
| YTD | -21.9% | -54.2% | +32.3% | -1.9% |
| 1Y | -30.8% | -63.5% | +32.8% | -9.0% |
| All | -30.8% | -64.6% | +33.8% | -9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling