+179.9%
B vs EME
+53,750.9%
-53,570.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -3.0% |
| 7D | -6.2% | +11.3% | -17.5% | -7.5% |
| 30D | -6.6% | -14.6% | +7.9% | -4.9% |
| 3M | -7.9% | -20.4% | +12.6% | -5.4% |
| 6M | -16.8% | -28.3% | +11.5% | -13.6% |
| YTD | -11.7% | +8.6% | -20.2% | -13.2% |
| 1Y | +3.5% | +3.2% | +0.3% | +2.4% |
| 3Y | +165.7% | +216.8% | -51.0% | +124.0% |
| 5Y | +108.4% | +417.5% | -309.1% | +63.6% |
| 10Y | +212.7% | +922.2% | -709.5% | +116.1% |
| All | +179.9% | +53,750.9% | -53,570.9% | +54.5% |
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