+13,503.3%
GOOGL vs EME
+8,063.4%
+5,439.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.9% |
| 7D | +1.1% | +5.2% | -4.1% | -0.7% |
| 30D | -4.4% | -5.4% | +0.9% | -2.9% |
| 3M | -6.8% | -6.1% | -0.7% | -6.3% |
| 6M | +13.6% | +9.7% | +3.9% | +8.0% |
| YTD | +8.3% | +26.6% | -18.3% | -2.6% |
| 1Y | +44.9% | +24.6% | +20.3% | +29.3% |
| 3Y | +150.5% | +249.6% | -99.1% | +48.3% |
| 5Y | +137.7% | +556.6% | -418.8% | +10.1% |
| 10Y | +750.9% | +1,286.6% | -535.7% | +179.9% |
| All | +13,503.3% | +8,063.4% | +5,439.9% | +2,142.4% |
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