+30.7%
EMB vs Z
-5.7%
+36.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.2% |
| 7D | 0.0% | -7.1% | +7.1% | +0.5% |
| 30D | -0.3% | -4.8% | +4.5% | 0.0% |
| 3M | -0.3% | -9.3% | +9.0% | +0.2% |
| 6M | +0.7% | -29.0% | +29.7% | +2.9% |
| YTD | +1.3% | -52.9% | +54.2% | +6.5% |
| 1Y | +4.7% | -63.1% | +67.8% | +12.0% |
| 3Y | +30.1% | -36.9% | +67.0% | +31.4% |
| 5Y | +6.9% | -65.5% | +72.4% | +9.5% |
| 10Y | +30.7% | -3.9% | +34.6% | +18.8% |
| All | +30.7% | -5.7% | +36.4% | +18.8% |
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