+6.8%
EME vs Z
-58.2%
+65.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.0% | -0.3% |
| 7D | +8.4% | +0.8% | +7.5% | +8.4% |
| 30D | -11.5% | +5.2% | -16.7% | -10.8% |
| 3M | -20.6% | -17.0% | -3.6% | -21.1% |
| 6M | -28.5% | -22.7% | -5.8% | -27.5% |
| YTD | +8.0% | -56.3% | +64.3% | +9.3% |
| 1Y | +6.8% | -57.7% | +64.4% | +8.0% |
| All | +6.8% | -58.2% | +65.0% | +8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling