+25.7%
EMR vs Z
-54.2%
+79.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +9.4% | -7.0% | +1.1% |
| 7D | +1.6% | +10.2% | -8.5% | +0.2% |
| 30D | +5.0% | +23.7% | -18.7% | +1.2% |
| 3M | +7.7% | -6.6% | +14.2% | +8.7% |
| 6M | +26.8% | -23.0% | +49.8% | +34.6% |
| YTD | +29.9% | -50.3% | +80.2% | +49.7% |
| 1Y | +25.7% | -53.6% | +79.3% | +46.4% |
| All | +25.7% | -54.2% | +79.8% | +46.4% |
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