+36.2%
EMB vs Z
-16.5%
+52.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.7% | -0.5% |
| 7D | -0.9% | +0.8% | -1.7% | -1.0% |
| 30D | +0.4% | +5.2% | -4.8% | -0.2% |
| 3M | -3.1% | -17.0% | +13.9% | -2.1% |
| 6M | -2.1% | -22.7% | +20.6% | -0.7% |
| YTD | -1.1% | -56.3% | +55.2% | +4.3% |
| 1Y | -0.1% | -57.7% | +57.6% | +5.5% |
| 3Y | +29.6% | -16.5% | +46.1% | +27.9% |
| 5Y | +7.2% | -53.4% | +60.6% | +7.9% |
| All | +36.2% | -16.5% | +52.6% | +26.2% |
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