+30.9%
EMR vs Z
-60.5%
+91.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.5% | +4.3% | -0.3% |
| 7D | +0.7% | -6.5% | +7.1% | +1.8% |
| 30D | +3.5% | -0.1% | +3.6% | +3.2% |
| 3M | +5.9% | -14.1% | +20.1% | +8.0% |
| 6M | +19.4% | -30.1% | +49.5% | +28.1% |
| YTD | +27.7% | -57.5% | +85.2% | +51.5% |
| 1Y | +30.9% | -60.3% | +91.2% | +57.3% |
| All | +30.9% | -60.5% | +91.5% | +57.3% |
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 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