+64.7%
D vs EME
+242.1%
-177.3%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.2% | -0.4% |
| 7D | +1.5% | +1.9% | -0.4% | +1.5% |
| 30D | -2.6% | -8.3% | +5.7% | -2.6% |
| 3M | 0.0% | -10.7% | +10.8% | +0.2% |
| 6M | +7.4% | +1.9% | +5.5% | +7.2% |
| YTD | +15.9% | +23.5% | -7.6% | +15.4% |
| 1Y | +18.1% | +18.0% | +0.2% | +17.5% |
| All | +64.7% | +242.1% | -177.3% | +36.0% |
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