-60.3%
Z vs EFV
+21.7%
-82.0%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.1% | -5.2% |
| 7D | -6.5% | +2.1% | -8.6% | -7.5% |
| 30D | -0.1% | +3.1% | -3.2% | -1.7% |
| 3M | -14.1% | -1.3% | -12.8% | -13.3% |
| 6M | -30.1% | +6.0% | -36.1% | -31.4% |
| YTD | -57.5% | +15.8% | -73.4% | -61.0% |
| 1Y | -60.3% | +21.1% | -81.4% | -65.9% |
| All | -60.3% | +21.7% | -82.0% | -65.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling