+111.5%
EEM vs Z
+4.8%
+106.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.5% | +4.8% | +0.1% |
| 7D | -0.9% | -6.5% | +5.6% | 0.0% |
| 30D | -9.3% | -0.1% | -9.2% | -9.7% |
| 3M | -7.1% | -14.1% | +7.1% | -5.7% |
| 6M | -10.4% | -30.1% | +19.7% | -6.5% |
| YTD | +11.3% | -57.5% | +68.8% | +24.4% |
| 1Y | +11.3% | -60.3% | +71.6% | +25.5% |
| 3Y | +69.6% | -21.0% | +90.7% | +66.3% |
| 5Y | +33.6% | -54.9% | +88.5% | +37.5% |
| 10Y | +114.1% | -16.0% | +130.1% | +78.0% |
| All | +111.5% | +4.8% | +106.7% | +65.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling