-28.9%
EFX vs Z
-54.5%
+25.6%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.4% |
| 7D | -2.0% | -13.1% | +11.1% | +2.1% |
| 30D | +27.9% | +5.9% | +22.0% | +25.1% |
| 3M | +3.8% | -13.7% | +17.5% | +8.0% |
| 6M | +13.0% | -27.1% | +40.1% | +23.3% |
| YTD | -12.4% | -56.8% | +44.4% | +10.4% |
| 1Y | -10.4% | -60.2% | +49.8% | +15.4% |
| 3Y | +4.4% | -19.7% | +24.1% | +6.3% |
| 5Y | -28.9% | -53.7% | +24.8% | -26.6% |
| All | -28.9% | -54.5% | +25.6% | -26.6% |
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 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