+899.1%
EME vs REPL
-6.0%
+905.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.4% | +1.8% |
| 7D | +1.9% | -3.0% | +4.9% | +2.0% |
| 30D | -8.3% | +27.1% | -35.4% | -9.2% |
| 3M | -10.7% | +52.4% | -63.1% | -13.6% |
| 6M | +1.9% | +107.4% | -105.6% | -6.6% |
| YTD | +23.5% | +54.7% | -31.3% | +14.7% |
| 1Y | +18.0% | +158.9% | -140.9% | +3.8% |
| 3Y | +236.1% | -23.7% | +259.8% | +186.8% |
| 5Y | +527.9% | -54.3% | +582.2% | +447.9% |
| All | +899.1% | -6.0% | +905.1% | +596.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling