-0.4%
PL vs EME
-3.1%
+2.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -9.6% | +3.3% | 0.0% |
| 7D | -11.7% | -5.8% | -5.9% | -8.2% |
| 30D | -27.1% | -17.9% | -9.2% | -16.8% |
| 3M | -44.6% | -22.0% | -22.6% | -34.8% |
| 6M | -67.2% | -29.7% | -37.5% | -57.4% |
| YTD | -35.9% | +4.7% | -40.6% | -50.0% |
| 1Y | -0.4% | -2.1% | +1.7% | -12.0% |
| All | -0.4% | -3.1% | +2.7% | -12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling