-35.2%
EFX vs Z
-67.0%
+31.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.4% | +3.4% | -1.2% |
| 7D | -7.8% | -3.3% | -4.6% | -7.0% |
| 30D | -5.7% | -3.7% | -2.0% | -4.7% |
| 3M | +2.5% | -7.0% | +9.5% | +4.4% |
| 6M | -16.7% | -29.5% | +12.8% | -8.9% |
| YTD | -20.2% | -52.6% | +32.4% | -3.5% |
| 1Y | -31.4% | -64.0% | +32.6% | -11.1% |
| 3Y | -10.5% | -36.4% | +25.9% | -2.9% |
| 5Y | -35.2% | -65.8% | +30.5% | -34.3% |
| All | -35.2% | -67.0% | +31.8% | -34.3% |
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 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