+231.0%
B vs EME
+61,143.5%
-60,912.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.4% |
| 7D | -1.6% | +1.9% | -3.5% | -1.8% |
| 30D | +9.4% | -8.3% | +17.7% | +10.6% |
| 3M | +5.0% | -10.7% | +15.7% | +6.3% |
| 6M | -3.5% | +1.9% | -5.4% | -4.1% |
| YTD | +4.5% | +23.5% | -19.0% | +1.2% |
| 1Y | +67.8% | +18.0% | +49.8% | +63.0% |
| 3Y | +196.7% | +236.1% | -39.4% | +148.5% |
| 5Y | +151.9% | +527.9% | -376.0% | +93.1% |
| 10Y | +202.2% | +1,252.8% | -1,050.6% | +101.2% |
| All | +231.0% | +61,143.5% | -60,912.5% | +80.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling