-16.9%
Z vs EFV
+161.2%
-178.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -13.1% | -1.0% | -12.1% | -11.8% |
| 30D | +5.9% | +3.1% | +2.8% | +2.9% |
| 3M | -13.7% | -1.2% | -12.4% | -11.9% |
| 6M | -27.1% | +5.6% | -32.8% | -31.3% |
| YTD | -56.8% | +15.8% | -72.6% | -63.7% |
| 1Y | -60.2% | +20.0% | -80.2% | -68.0% |
| 3Y | -19.7% | +91.0% | -110.7% | -62.0% |
| 5Y | -53.7% | +93.7% | -147.3% | -78.1% |
| 10Y | -16.9% | +160.9% | -177.8% | -74.6% |
| All | -16.9% | +161.2% | -178.1% | -74.6% |
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