-33.3%
Z vs XE
-70.1%
+36.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -10.4% | -0.2% | -10.4% |
| 7D | -2.3% | -23.1% | +20.8% | -1.8% |
| 30D | +9.4% | -41.7% | +51.1% | +10.8% |
| 3M | -16.1% | -52.8% | +36.7% | -14.0% |
| 6M | -30.4% | -68.4% | +37.9% | -27.3% |
| All | -33.3% | -70.1% | +36.8% | -30.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling