+8.8%
COMP vs EME
+2.7%
+6.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.3% | -0.6% | +2.0% |
| 7D | +2.2% | +4.3% | -2.1% | +1.3% |
| 30D | +16.3% | -14.4% | +30.7% | +19.3% |
| 3M | -19.1% | -18.3% | -0.8% | -16.4% |
| 6M | +17.1% | -28.3% | +45.5% | +29.1% |
| YTD | -2.9% | +9.2% | -12.1% | -8.4% |
| 1Y | +8.8% | +4.3% | +4.5% | +4.2% |
| All | +8.8% | +2.7% | +6.1% | +4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling