+143.8%
GOOGL vs EME
+240.3%
-96.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.2% | -1.8% |
| 7D | -1.9% | +2.7% | -4.6% | -2.4% |
| 30D | -7.5% | -6.8% | -0.7% | -6.3% |
| 3M | -9.2% | -8.8% | -0.3% | -7.9% |
| 6M | +8.1% | +5.0% | +3.1% | +6.3% |
| YTD | +5.8% | +23.5% | -17.6% | +0.1% |
| 1Y | +38.3% | +21.3% | +17.0% | +29.5% |
| All | +143.8% | +240.3% | -96.5% | +110.6% |
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