-15.6%
Z vs EFV
+163.3%
-179.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.0% |
| 7D | +0.8% | +2.5% | -1.7% | -1.9% |
| 30D | +5.2% | +2.9% | +2.3% | +2.4% |
| 3M | -17.0% | -1.4% | -15.6% | -15.1% |
| 6M | -22.7% | +5.5% | -28.2% | -27.0% |
| YTD | -56.3% | +16.1% | -72.4% | -63.4% |
| 1Y | -57.7% | +20.3% | -77.9% | -66.0% |
| 3Y | -16.5% | +90.4% | -107.0% | -60.3% |
| 5Y | -53.4% | +93.5% | -146.9% | -78.0% |
| All | -15.6% | +163.3% | -179.0% | -74.4% |
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