+526.5%
P vs EME
+1,442.2%
-915.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.3% | +1.1% | +2.4% |
| 7D | -4.7% | +4.3% | -9.0% | -6.6% |
| 30D | -31.4% | -14.4% | -17.0% | -24.0% |
| 3M | -2.6% | -18.3% | +15.7% | +10.7% |
| 6M | +21.9% | -28.3% | +50.3% | +49.7% |
| YTD | +58.9% | +9.2% | +49.7% | +51.5% |
| 1Y | +21.7% | +4.3% | +17.5% | +19.4% |
| 3Y | +193.3% | +218.6% | -25.3% | +46.6% |
| 5Y | +275.1% | +421.0% | -145.9% | +37.7% |
| 10Y | +655.3% | +928.3% | -273.0% | +73.4% |
| All | +526.5% | +1,442.2% | -915.7% | +16.3% |
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