+176.6%
P vs EME
+191.8%
-15.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.2% | +1.3% | +1.9% |
| 7D | -23.8% | -10.5% | -13.3% | -17.3% |
| 30D | -36.6% | -22.4% | -14.2% | -23.6% |
| 3M | +10.9% | -24.7% | +35.6% | +35.8% |
| 6M | +30.0% | -35.5% | +65.4% | +77.2% |
| YTD | +44.4% | -0.3% | +44.7% | +45.1% |
| 1Y | +3.9% | -6.7% | +10.7% | +9.4% |
| 3Y | +176.6% | +190.6% | -14.1% | +42.0% |
| All | +176.6% | +191.8% | -15.2% | +42.0% |
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