-36.2%
Z vs XE
-63.6%
+27.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.7% | -3.8% | -5.5% |
| 7D | -6.5% | -0.1% | -6.4% | -6.5% |
| 30D | -0.1% | -20.0% | +19.9% | +0.5% |
| 3M | -14.1% | -46.9% | +32.7% | -12.1% |
| 6M | -30.1% | -63.7% | +33.6% | -26.7% |
| All | -36.2% | -63.6% | +27.4% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 10y: compounded portfolio wealth divided by compounded XE 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…
10y analysis · Full analysis span regression · 6 months rolling