+323.4%
EMR vs Z
+6.9%
+316.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.3% | +0.2% |
| 7D | -1.6% | -4.6% | +3.0% | -0.9% |
| 30D | +2.0% | +8.3% | -6.4% | +0.2% |
| 3M | +3.8% | -11.6% | +15.4% | +5.2% |
| 6M | +10.5% | -33.6% | +44.2% | +17.0% |
| YTD | +23.7% | -56.7% | +80.4% | +39.9% |
| 1Y | +25.4% | -59.1% | +84.5% | +43.0% |
| 3Y | +86.6% | -20.4% | +106.9% | +86.3% |
| 5Y | +83.0% | -55.3% | +138.3% | +91.8% |
| 10Y | +319.5% | -14.2% | +333.7% | +239.3% |
| All | +323.4% | +6.9% | +316.5% | +234.3% |
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 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