+121.9%
EEM vs Z
-19.3%
+141.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -1.1% |
| 7D | +5.3% | -4.9% | +10.2% | +6.1% |
| 30D | -7.0% | +3.0% | -10.0% | -7.8% |
| 3M | -8.0% | -13.4% | +5.4% | -6.7% |
| 6M | -6.6% | -27.3% | +20.7% | -3.2% |
| YTD | +12.3% | -57.8% | +70.1% | +25.5% |
| 1Y | +12.2% | -60.0% | +72.2% | +26.2% |
| 3Y | +71.2% | -21.5% | +92.8% | +68.1% |
| 5Y | +32.2% | -55.0% | +87.2% | +36.0% |
| All | +121.9% | -19.3% | +141.2% | +90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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