+47.0%
EEM vs Z
-67.0%
+114.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.4% | +6.6% | +1.1% |
| 7D | +3.1% | -3.3% | +6.3% | +3.5% |
| 30D | +4.9% | -3.7% | +8.6% | +5.2% |
| 3M | +5.2% | -7.0% | +12.2% | +5.7% |
| 6M | +20.7% | -29.5% | +50.2% | +26.0% |
| YTD | +26.5% | -52.6% | +79.0% | +39.3% |
| 1Y | +37.8% | -64.0% | +101.9% | +57.9% |
| 3Y | +91.0% | -36.4% | +127.4% | +94.4% |
| 5Y | +47.0% | -65.8% | +112.8% | +45.1% |
| All | +47.0% | -67.0% | +114.0% | +45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling