+128.5%
EEM vs Z
-2.5%
+131.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.0% | -2.7% | +0.7% |
| 7D | -1.3% | -6.0% | +4.8% | -0.4% |
| 30D | +2.1% | -2.3% | +4.4% | +2.2% |
| 3M | +1.0% | -0.6% | +1.6% | +0.5% |
| 6M | +15.9% | -27.6% | +43.5% | +20.7% |
| YTD | +24.6% | -52.4% | +77.0% | +37.6% |
| 1Y | +32.3% | -63.6% | +95.9% | +51.8% |
| 3Y | +85.9% | -36.4% | +122.3% | +89.7% |
| 5Y | +45.4% | -64.6% | +110.0% | +54.2% |
| All | +128.5% | -2.5% | +131.0% | +87.6% |
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