+93.6%
EFX vs Z
+25.1%
+68.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.1% | -4.2% | -5.9% |
| 7D | -8.6% | -3.0% | -5.6% | -8.1% |
| 30D | +0.1% | -4.2% | +4.3% | +0.9% |
| 3M | +3.8% | -3.7% | +7.5% | +4.5% |
| 6M | -13.5% | -24.5% | +11.0% | -8.9% |
| YTD | -17.7% | -49.3% | +31.6% | -6.6% |
| 1Y | -25.6% | -58.7% | +33.1% | -12.5% |
| 3Y | -12.1% | -34.1% | +22.0% | -7.2% |
| 5Y | -33.8% | -64.5% | +30.7% | -27.7% |
| 10Y | +45.1% | -0.5% | +45.6% | +21.3% |
| All | +93.6% | +25.1% | +68.5% | +50.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling