-0.3%
BE vs EME
-8.4%
+8.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.7% | +5.6% | +4.5% |
| 7D | +20.0% | +1.9% | +18.1% | +16.7% |
| 30D | +7.9% | -8.3% | +16.2% | +24.1% |
| All | -0.3% | -8.4% | +8.1% | +32.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling