+253.5%
EME vs RUN
-39.0%
+292.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +4.4% |
| 7D | +3.5% | -3.7% | +7.2% | +3.8% |
| 30D | -6.3% | -13.0% | +6.7% | -5.3% |
| 3M | -3.8% | -31.8% | +28.0% | -1.1% |
| 6M | +8.5% | -32.2% | +40.7% | +11.3% |
| YTD | +27.8% | -53.5% | +81.3% | +33.1% |
| 1Y | +22.2% | -46.5% | +68.8% | +26.1% |
| 3Y | +253.5% | -37.6% | +291.1% | +230.4% |
| All | +253.5% | -39.0% | +292.5% | +230.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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