+196.6%
B vs EME
+240.3%
-43.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.6% | +1.6% |
| 7D | +1.0% | +2.7% | -1.7% | +0.5% |
| 30D | +9.5% | -6.8% | +16.3% | +10.8% |
| 3M | +14.3% | -8.8% | +23.2% | +15.7% |
| 6M | -1.9% | +5.0% | -6.9% | -2.9% |
| YTD | +4.1% | +23.5% | -19.4% | +0.7% |
| 1Y | +56.1% | +21.3% | +34.8% | +50.2% |
| All | +196.6% | +240.3% | -43.8% | +165.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling