+485.4%
P vs EME
+1,643.5%
-1,158.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +0.3% |
| 7D | +6.5% | +1.9% | +4.7% | +5.4% |
| 30D | +18.8% | -8.3% | +27.1% | +25.1% |
| 3M | +26.7% | -10.7% | +37.5% | +35.3% |
| 6M | +62.2% | +1.9% | +60.3% | +59.0% |
| YTD | +48.5% | +23.5% | +25.0% | +30.6% |
| 1Y | +26.4% | +18.0% | +8.4% | +12.2% |
| 3Y | +159.4% | +236.1% | -76.7% | +24.0% |
| 5Y | +275.8% | +527.9% | -252.1% | +22.1% |
| 10Y | +732.0% | +1,252.8% | -520.7% | +63.0% |
| All | +485.4% | +1,643.5% | -1,158.1% | +0.3% |
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