+1,709.5%
BE vs EME
+216.1%
+1,493.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -4.4% |
| 7D | +10.8% | +8.4% | +2.5% | +2.1% |
| 30D | -19.8% | -11.5% | -8.3% | -6.9% |
| 3M | -18.7% | -20.6% | +1.9% | +6.0% |
| 6M | -33.7% | -28.5% | -5.3% | -0.3% |
| YTD | +121.0% | +8.0% | +113.0% | +125.7% |
| 1Y | +85.4% | +6.8% | +78.7% | +94.5% |
| 3Y | +1,709.5% | +213.9% | +1,495.6% | +851.5% |
| All | +1,709.5% | +216.1% | +1,493.4% | +851.5% |
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 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