+549.2%
EME vs Z
-65.8%
+614.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.8% | -2.4% |
| 7D | +2.7% | -7.1% | +9.8% | +3.6% |
| 30D | -6.8% | -4.8% | -2.0% | -6.5% |
| 3M | -8.8% | -9.3% | +0.5% | -8.2% |
| 6M | +5.0% | -29.0% | +34.0% | +9.3% |
| YTD | +23.5% | -52.9% | +76.4% | +35.8% |
| 1Y | +21.3% | -63.1% | +84.4% | +38.1% |
| 3Y | +241.1% | -36.9% | +277.9% | +250.4% |
| 5Y | +549.2% | -65.5% | +614.7% | +544.2% |
| All | +549.2% | -65.8% | +614.9% | +544.2% |
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