-54.9%
Z vs EFV
+92.6%
-147.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.1% | -5.0% |
| 7D | -6.5% | +2.1% | -8.6% | -8.4% |
| 30D | -0.1% | +3.1% | -3.2% | -3.1% |
| 3M | -14.1% | -1.3% | -12.8% | -12.1% |
| 6M | -30.1% | +6.0% | -36.1% | -34.6% |
| YTD | -57.5% | +15.8% | -73.4% | -65.1% |
| 1Y | -60.3% | +21.1% | -81.4% | -69.3% |
| 3Y | -21.0% | +91.0% | -112.0% | -66.9% |
| 5Y | -54.9% | +94.3% | -149.2% | -82.2% |
| All | -54.9% | +92.6% | -147.5% | -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