+30.6%
EMB vs Z
-32.8%
+63.4%
-5.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.2% |
| 7D | 0.0% | -3.0% | +3.0% | +0.2% |
| 30D | -0.3% | -4.2% | +3.9% | -0.1% |
| 3M | -0.4% | -3.7% | +3.3% | -0.4% |
| 6M | +0.1% | -24.5% | +24.6% | +1.8% |
| YTD | +1.6% | -49.3% | +50.9% | +6.3% |
| 1Y | +5.6% | -58.7% | +64.3% | +12.2% |
| All | +30.6% | -32.8% | +63.4% | +30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling