-56.3%
Z vs EFV
+87.6%
-143.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -0.7% |
| 7D | -4.6% | -0.7% | -3.9% | -3.3% |
| 30D | +8.3% | +0.9% | +7.4% | +7.8% |
| 3M | -11.6% | -3.6% | -8.1% | -7.0% |
| 6M | -33.6% | +2.5% | -36.2% | -35.4% |
| YTD | -56.7% | +13.2% | -69.9% | -63.4% |
| 1Y | -59.1% | +20.3% | -79.5% | -68.2% |
| 3Y | -20.4% | +84.9% | -105.3% | -65.3% |
| All | -56.3% | +87.6% | -143.9% | -82.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling