+7.4%
EMB vs Z
-64.7%
+72.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.0% |
| YTD | +1.6% | -49.3% | +50.9% | +6.7% |
| 1Y | +5.6% | -58.7% | +64.3% | +12.6% |
| 3Y | +29.8% | -34.1% | +64.0% | +30.6% |
| All | +7.4% | -64.7% | +72.1% | +4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling