+10.3%
P vs EME
-2.7%
+13.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | +0.1% |
| 7D | -13.3% | -8.8% | -4.5% | -6.6% |
| 30D | -34.0% | -18.2% | -15.8% | -22.5% |
| 3M | +4.1% | -20.2% | +24.3% | +23.8% |
| 6M | +30.5% | -29.9% | +60.4% | +76.4% |
| YTD | +52.2% | +5.7% | +46.5% | +35.4% |
| 1Y | +10.3% | -1.5% | +11.7% | +5.5% |
| All | +10.3% | -2.7% | +13.0% | +5.5% |
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