+83.4%
EMR vs Z
-55.4%
+138.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.3% | +0.3% |
| 7D | -1.6% | -4.6% | +3.0% | -0.9% |
| 30D | +2.0% | +8.3% | -6.4% | 0.0% |
| 3M | +3.8% | -11.6% | +15.4% | +5.3% |
| 6M | +10.5% | -33.6% | +44.2% | +17.8% |
| YTD | +23.7% | -56.7% | +80.4% | +41.7% |
| 1Y | +25.4% | -59.1% | +84.5% | +44.9% |
| 3Y | +86.6% | -20.4% | +106.9% | +88.0% |
| All | +83.4% | -55.4% | +138.8% | +85.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling