+25.7%
NDAQ vs EME
+3.0%
+22.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | +1.3% | +8.4% | -7.1% | +1.9% |
| 30D | +18.0% | -11.5% | +29.4% | +16.8% |
| 3M | +11.5% | -20.6% | +32.2% | +9.7% |
| 6M | +21.1% | -28.5% | +49.6% | +18.2% |
| YTD | +12.8% | +8.0% | +4.8% | +7.4% |
| 1Y | +25.7% | +6.8% | +18.9% | +19.7% |
| All | +25.7% | +3.0% | +22.7% | +19.7% |
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