+44.6%
GOOG vs EME
+19.7%
+24.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.8% | -1.3% |
| 7D | -2.1% | +1.9% | -4.0% | -2.4% |
| 30D | -6.8% | -8.3% | +1.4% | -5.8% |
| 3M | -9.1% | -10.7% | +1.7% | -7.0% |
| 6M | +10.7% | +1.9% | +8.8% | +10.8% |
| YTD | +7.1% | +23.5% | -16.4% | +4.7% |
| 1Y | +44.6% | +18.0% | +26.7% | +37.7% |
| All | +44.6% | +19.7% | +24.9% | +37.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling