-14.5%
Z vs EFV
+165.2%
-179.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.7% | +1.1% | +0.7% |
| 7D | -5.2% | +1.7% | -6.9% | -6.6% |
| 30D | +5.7% | +3.4% | +2.3% | +2.3% |
| 3M | -8.7% | -1.7% | -7.1% | -6.4% |
| 6M | -26.0% | +6.4% | -32.4% | -30.8% |
| YTD | -55.0% | +16.3% | -71.3% | -62.4% |
| 1Y | -58.0% | +22.9% | -80.9% | -67.1% |
| 3Y | -15.2% | +92.8% | -108.0% | -60.3% |
| 5Y | -53.8% | +93.5% | -147.3% | -78.2% |
| 10Y | -14.5% | +162.1% | -176.7% | -73.7% |
| All | -14.5% | +165.2% | -179.7% | -73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling