-10.5%
EFX vs Z
-37.5%
+27.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.4% | +3.4% | -0.9% |
| 7D | -7.8% | -3.3% | -4.6% | -6.8% |
| 30D | -5.7% | -3.7% | -2.0% | -4.6% |
| 3M | +2.5% | -7.0% | +9.5% | +4.6% |
| 6M | -16.7% | -29.5% | +12.8% | -8.0% |
| YTD | -20.2% | -52.6% | +32.4% | -1.3% |
| 1Y | -31.4% | -64.0% | +32.6% | -8.3% |
| 3Y | -10.5% | -36.4% | +25.9% | -0.9% |
| All | -10.5% | -37.5% | +27.0% | -0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling