+249.6%
EME vs Z
-37.5%
+287.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -6.4% | +9.0% | +3.3% |
| 7D | +5.2% | -3.3% | +8.4% | +5.5% |
| 30D | -5.4% | -3.7% | -1.6% | -5.2% |
| 3M | -6.1% | -7.0% | +0.9% | -5.7% |
| 6M | +9.7% | -29.5% | +39.2% | +14.8% |
| YTD | +26.6% | -52.6% | +79.1% | +40.8% |
| 1Y | +24.6% | -64.0% | +88.6% | +45.5% |
| 3Y | +249.6% | -36.4% | +286.0% | +278.5% |
| All | +249.6% | -37.5% | +287.0% | +278.5% |
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