+15.0%
PL vs EME
+2.7%
+12.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.8% | -1.9% |
| 7D | +13.4% | +4.3% | +9.1% | +10.5% |
| 30D | -10.2% | -14.4% | +4.2% | -0.6% |
| 3M | -39.5% | -18.3% | -21.2% | -31.1% |
| 6M | -65.7% | -28.3% | -37.4% | -56.5% |
| YTD | -27.3% | +9.2% | -36.5% | -43.7% |
| 1Y | +15.0% | +4.3% | +10.7% | -2.7% |
| All | +15.0% | +2.7% | +12.3% | -2.7% |
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