+3.6%
GOOG vs EME
-3.1%
+6.7%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -9.6% | +12.9% | +4.5% |
| 7D | -10.7% | -5.8% | -5.0% | -10.3% |
| 30D | -16.4% | -17.9% | +1.5% | -14.3% |
| 3M | -23.4% | -22.0% | -1.4% | -20.8% |
| 6M | -24.2% | -29.7% | +5.5% | -18.2% |
| YTD | -8.3% | +4.7% | -13.0% | -11.9% |
| 1Y | +3.6% | -2.1% | +5.7% | +3.3% |
| All | +3.6% | -3.1% | +6.7% | +3.3% |
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 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