+24.7%
Z vs EFV
+142.1%
-117.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.0% |
| 7D | -3.0% | +1.5% | -4.5% | -4.5% |
| 30D | -4.2% | +1.7% | -5.9% | -5.9% |
| 3M | -3.7% | +8.6% | -12.3% | -12.0% |
| 6M | -24.5% | +11.7% | -36.2% | -33.2% |
| YTD | -49.3% | +19.3% | -68.6% | -58.5% |
| 1Y | -58.7% | +30.2% | -88.9% | -69.3% |
| 3Y | -34.1% | +91.6% | -125.7% | -67.5% |
| 5Y | -64.5% | +96.4% | -160.9% | -82.8% |
| 10Y | -0.5% | +166.5% | -167.0% | -65.3% |
| All | +24.7% | +142.1% | -117.4% | -54.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling