+1,284.9%
EME vs Z
-6.2%
+1,291.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | -0.4% |
| 7D | +0.9% | -11.6% | +12.5% | +2.8% |
| 30D | -8.4% | -8.5% | +0.1% | -7.4% |
| 3M | -3.6% | -7.9% | +4.3% | -3.3% |
| 6M | +3.6% | -29.1% | +32.6% | +8.2% |
| YTD | +22.5% | -54.2% | +76.7% | +36.7% |
| 1Y | +18.2% | -63.5% | +81.7% | +36.4% |
| 3Y | +238.4% | -38.6% | +277.0% | +248.5% |
| 5Y | +550.5% | -66.0% | +616.5% | +599.9% |
| All | +1,284.9% | -6.2% | +1,291.1% | +934.4% |
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 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