+336.9%
EMR vs Z
+4.8%
+332.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.5% | +4.3% | -0.3% |
| 7D | +0.7% | -6.5% | +7.1% | +1.7% |
| 30D | +3.5% | -0.1% | +3.6% | +3.1% |
| 3M | +5.9% | -14.1% | +20.1% | +7.8% |
| 6M | +19.4% | -30.1% | +49.5% | +25.3% |
| YTD | +27.7% | -57.5% | +85.2% | +44.8% |
| 1Y | +30.9% | -60.3% | +91.2% | +50.0% |
| 3Y | +104.2% | -21.0% | +125.2% | +104.3% |
| 5Y | +89.6% | -54.9% | +144.5% | +98.5% |
| 10Y | +280.0% | -16.0% | +296.0% | +208.6% |
| All | +336.9% | +4.8% | +332.1% | +246.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling