+249.6%
EME vs REPL
-24.7%
+274.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +2.5% |
| 7D | +5.2% | -5.7% | +10.9% | +5.2% |
| 30D | -5.4% | +22.5% | -27.8% | -5.6% |
| 3M | -6.1% | +64.7% | -70.8% | -7.0% |
| 6M | +9.7% | +83.0% | -73.4% | +7.3% |
| YTD | +26.6% | +52.0% | -25.4% | +24.1% |
| 1Y | +24.6% | +144.5% | -119.9% | +20.4% |
| 3Y | +249.6% | -25.1% | +274.7% | +247.4% |
| All | +249.6% | -24.7% | +274.3% | +247.4% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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