+1,560.2%
EME vs Z
+25.1%
+1,535.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.9% | +2.1% |
| 7D | +1.9% | -3.0% | +4.9% | +2.3% |
| 30D | -8.3% | -4.2% | -4.1% | -7.9% |
| 3M | -10.7% | -3.7% | -7.0% | -10.9% |
| 6M | +1.9% | -24.5% | +26.4% | +5.6% |
| YTD | +23.5% | -49.3% | +72.8% | +35.8% |
| 1Y | +18.0% | -58.7% | +76.6% | +33.6% |
| 3Y | +236.1% | -34.1% | +270.2% | +242.8% |
| 5Y | +527.9% | -64.5% | +592.4% | +573.1% |
| 10Y | +1,252.8% | -0.5% | +1,253.3% | +924.7% |
| All | +1,560.2% | +25.1% | +1,535.1% | +1,078.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling