-58.0%
Z vs EFV
+22.1%
-80.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.7% | +1.1% | +1.6% |
| 7D | -5.2% | +1.7% | -6.9% | -6.1% |
| 30D | +5.7% | +3.4% | +2.3% | +3.7% |
| 3M | -8.7% | -1.7% | -7.1% | -7.9% |
| 6M | -26.0% | +6.4% | -32.4% | -27.6% |
| YTD | -55.0% | +16.3% | -71.3% | -58.9% |
| All | -58.0% | +22.1% | -80.1% | -64.0% |
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