+469.1%
P vs EME
+1,307.4%
-838.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.2% | +1.3% | +2.2% |
| 7D | -23.8% | -10.5% | -13.3% | -18.1% |
| 30D | -36.6% | -22.4% | -14.2% | -25.3% |
| 3M | +10.9% | -24.7% | +35.6% | +32.6% |
| 6M | +30.0% | -35.5% | +65.4% | +70.2% |
| YTD | +44.4% | -0.3% | +44.7% | +45.7% |
| 1Y | +3.9% | -6.7% | +10.7% | +9.2% |
| 3Y | +176.6% | +190.6% | -14.1% | +46.4% |
| 5Y | +249.3% | +367.3% | -118.0% | +37.0% |
| 10Y | +726.9% | +954.5% | -227.5% | +89.2% |
| All | +469.1% | +1,307.4% | -838.2% | +11.9% |
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