-17.9%
COMP vs EME
+358.3%
-376.1%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.2% | +8.5% | +9.8% |
| 7D | +13.4% | -10.5% | +23.9% | +18.2% |
| 30D | +11.1% | -22.4% | +33.5% | +22.9% |
| 3M | -18.8% | -24.7% | +5.9% | -9.6% |
| 6M | +10.5% | -35.5% | +46.0% | +31.2% |
| YTD | -3.4% | -0.3% | -3.1% | -9.1% |
| 1Y | +19.7% | -6.7% | +26.4% | +16.2% |
| 3Y | +381.6% | +190.6% | +191.0% | +76.8% |
| All | -17.9% | +358.3% | -376.1% | -83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling