+12.7%
EMR vs Z
-64.6%
+77.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.5% | -0.8% |
| 7D | -1.2% | -11.6% | +10.3% | +0.8% |
| 30D | -9.4% | -8.5% | -1.0% | -8.2% |
| 3M | +8.6% | -7.9% | +16.5% | +9.9% |
| 6M | +6.7% | -29.1% | +35.8% | +14.4% |
| YTD | +13.1% | -54.2% | +67.2% | +30.4% |
| 1Y | +12.7% | -63.5% | +76.3% | +31.2% |
| All | +12.7% | -64.6% | +77.3% | +31.2% |
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 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