+145.8%
GOOG vs EME
+252.2%
-106.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.3% | -2.8% | +0.7% |
| 7D | 0.0% | +3.5% | -3.5% | -0.7% |
| 30D | -2.0% | -6.3% | +4.4% | -0.8% |
| 3M | -5.9% | -3.8% | -2.1% | -5.6% |
| 6M | +8.9% | +8.5% | +0.4% | +6.4% |
| YTD | +7.1% | +27.8% | -20.7% | +0.7% |
| 1Y | +39.7% | +22.2% | +17.5% | +30.8% |
| 3Y | +145.8% | +253.5% | -107.6% | +110.4% |
| All | +145.8% | +252.2% | -106.4% | +110.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling