+13,164.2%
GOOG vs EME
+7,864.2%
+5,300.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.4% | -1.3% |
| 7D | -1.6% | +2.7% | -4.3% | -2.5% |
| 30D | -7.7% | -6.8% | -0.9% | -5.7% |
| 3M | -9.3% | -8.8% | -0.5% | -7.9% |
| 6M | +7.4% | +5.0% | +2.5% | +3.8% |
| YTD | +4.9% | +23.5% | -18.6% | -4.9% |
| 1Y | +37.2% | +21.3% | +15.9% | +23.6% |
| 3Y | +141.6% | +241.1% | -99.4% | +44.2% |
| 5Y | +128.8% | +549.2% | -420.4% | +6.3% |
| 10Y | +772.7% | +1,306.4% | -533.7% | +185.2% |
| All | +13,164.2% | +7,864.2% | +5,300.1% | +2,103.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling