+112.7%
EEM vs Z
+7.8%
+104.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.8% | -0.9% |
| 7D | +2.7% | +0.8% | +1.8% | +2.5% |
| 30D | -5.4% | +5.2% | -10.6% | -6.5% |
| 3M | -8.6% | -17.0% | +8.4% | -6.7% |
| 6M | -8.9% | -22.7% | +13.8% | -6.4% |
| YTD | +11.9% | -56.3% | +68.2% | +24.6% |
| 1Y | +13.1% | -57.7% | +70.7% | +26.3% |
| 3Y | +70.7% | -16.5% | +87.2% | +65.9% |
| 5Y | +31.8% | -53.4% | +85.2% | +34.9% |
| 10Y | +119.5% | -15.9% | +135.5% | +82.7% |
| All | +112.7% | +7.8% | +104.9% | +66.2% |
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 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