+13.0%
EFX vs Z
-28.9%
+41.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.7% |
| 7D | -2.0% | -13.1% | +11.1% | +4.5% |
| 30D | +27.9% | +5.9% | +22.0% | +22.3% |
| 3M | +3.8% | -13.7% | +17.5% | +10.4% |
| 6M | +13.0% | -27.1% | +40.1% | +35.3% |
| All | +13.0% | -28.9% | +41.9% | +35.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling