+67.8%
B vs EME
+19.7%
+48.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.7% |
| 7D | -1.6% | +1.9% | -3.5% | -2.1% |
| 30D | +9.4% | -8.3% | +17.7% | +12.0% |
| 3M | +5.0% | -10.7% | +15.7% | +8.0% |
| 6M | -3.5% | +1.9% | -5.4% | -4.3% |
| YTD | +4.5% | +23.5% | -19.0% | -0.7% |
| 1Y | +67.8% | +18.0% | +49.8% | +46.7% |
| All | +67.8% | +19.7% | +48.1% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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