+267.8%
EMR vs Z
-7.0%
+274.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.4% | +6.0% | +0.7% |
| 7D | +3.1% | -3.3% | +6.3% | +3.6% |
| 30D | -3.5% | -3.7% | +0.2% | -3.1% |
| 3M | +9.8% | -7.0% | +16.8% | +10.5% |
| 6M | +10.8% | -29.5% | +40.3% | +16.7% |
| YTD | +15.9% | -52.6% | +68.5% | +30.1% |
| 1Y | +16.4% | -64.0% | +80.4% | +36.4% |
| 3Y | +62.1% | -36.4% | +98.5% | +68.5% |
| 5Y | +62.9% | -65.8% | +128.7% | +77.5% |
| 10Y | +267.8% | -5.8% | +273.6% | +194.3% |
| All | +267.8% | -7.0% | +274.7% | +194.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling