+208.4%
EME vs REPL
+100.5%
+107.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.6% | -5.7% | -1.2% |
| 7D | -8.8% | +12.7% | -21.5% | -8.9% |
| 30D | -18.2% | +73.5% | -91.7% | -18.7% |
| 3M | -20.2% | +70.3% | -90.5% | -20.7% |
| 6M | -29.9% | +472.0% | -501.9% | -31.6% |
| YTD | +5.7% | +139.5% | -133.8% | +3.4% |
| 1Y | -1.5% | +167.3% | -168.7% | -3.8% |
| 3Y | +208.4% | +109.5% | +98.9% | +191.6% |
| All | +208.4% | +100.5% | +107.9% | +191.6% |
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