-32.5%
Z vs XE
-62.9%
+30.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +7.0% | -3.2% | +3.7% |
| 7D | -5.2% | +7.6% | -12.8% | -5.3% |
| 30D | +5.7% | -18.6% | +24.3% | +6.4% |
| 3M | -8.7% | -50.7% | +42.0% | -6.4% |
| 6M | -26.0% | -63.0% | +37.1% | -22.5% |
| All | -32.5% | -62.9% | +30.5% | -29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling