+4.6%
F vs EME
-35.0%
+39.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -0.7% |
| 7D | +1.6% | -10.5% | +12.0% | +1.5% |
| 30D | +2.6% | -22.4% | +25.1% | +2.8% |
| 3M | -8.8% | -24.7% | +15.9% | -8.5% |
| 6M | +4.6% | -35.5% | +40.1% | +16.3% |
| All | +4.6% | -35.0% | +39.6% | +16.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling