+44.9%
EMB vs Z
+6.9%
+38.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.2% |
| 7D | -0.1% | -4.6% | +4.5% | +0.1% |
| 30D | +1.3% | +8.3% | -7.0% | +0.5% |
| 3M | -2.2% | -11.6% | +9.4% | -1.7% |
| 6M | -2.3% | -33.6% | +31.3% | 0.0% |
| YTD | -0.6% | -56.7% | +56.1% | +4.6% |
| 1Y | +0.5% | -59.1% | +59.6% | +6.1% |
| 3Y | +29.4% | -20.4% | +49.8% | +28.4% |
| 5Y | +6.5% | -55.3% | +61.7% | +7.5% |
| 10Y | +29.8% | -14.2% | +44.0% | +20.7% |
| All | +44.9% | +6.9% | +38.0% | +33.4% |
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