+155.4%
P vs EME
+242.1%
-86.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +0.2% |
| 7D | +6.5% | +1.9% | +4.7% | +5.2% |
| 30D | +18.8% | -8.3% | +27.1% | +25.9% |
| 3M | +26.7% | -10.7% | +37.5% | +36.6% |
| 6M | +62.2% | +1.9% | +60.3% | +58.2% |
| YTD | +48.5% | +23.5% | +25.0% | +28.1% |
| 1Y | +26.4% | +18.0% | +8.4% | +9.0% |
| All | +155.4% | +242.1% | -86.7% | +23.8% |
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