-18.4%
Z vs EFV
+86.9%
-105.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -1.9% | -8.8% | -8.5% |
| 7D | -2.3% | +0.3% | -2.6% | -2.1% |
| 30D | +9.4% | +1.2% | +8.2% | +8.5% |
| 3M | -16.1% | -2.1% | -14.0% | -13.6% |
| 6M | -30.4% | +6.4% | -36.9% | -34.8% |
| YTD | -55.6% | +14.8% | -70.4% | -62.6% |
| 1Y | -58.5% | +22.4% | -80.9% | -68.0% |
| All | -18.4% | +86.9% | -105.2% | -67.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling