+418.9%
EME vs Z
-53.4%
+472.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.0% | -0.9% |
| 7D | +8.4% | +0.8% | +7.5% | +8.3% |
| 30D | -11.5% | +5.2% | -16.7% | -12.5% |
| 3M | -20.6% | -17.0% | -3.6% | -19.3% |
| 6M | -28.5% | -22.7% | -5.8% | -26.7% |
| YTD | +8.0% | -56.3% | +64.3% | +20.3% |
| 1Y | +6.8% | -57.7% | +64.4% | +19.3% |
| 3Y | +213.9% | -16.5% | +230.5% | +206.3% |
| All | +418.9% | -53.4% | +472.4% | +417.8% |
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