+298.6%
EMR vs Z
+25.1%
+273.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.9% | +2.1% |
| 7D | -1.5% | -3.0% | +1.5% | -1.0% |
| 30D | -5.6% | -4.2% | -1.4% | -5.1% |
| 3M | +7.9% | -3.7% | +11.6% | +8.1% |
| 6M | +6.0% | -24.5% | +30.5% | +10.3% |
| YTD | +16.4% | -49.3% | +65.7% | +29.0% |
| 1Y | +16.6% | -58.7% | +75.3% | +33.2% |
| 3Y | +62.9% | -34.1% | +97.0% | +68.2% |
| 5Y | +60.1% | -64.5% | +124.6% | +73.2% |
| 10Y | +268.8% | -0.5% | +269.2% | +192.4% |
| All | +298.6% | +25.1% | +273.5% | +208.4% |
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