+7.3%
PL vs EME
-1.5%
+8.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +7.3% | +7.2% | +9.2% |
| 7D | +10.9% | -4.4% | +15.3% | +14.4% |
| 30D | -16.4% | -17.3% | +0.9% | -5.1% |
| 3M | -39.9% | -20.0% | -19.9% | -30.4% |
| 6M | -63.2% | -29.1% | -34.1% | -52.7% |
| YTD | -27.1% | +6.9% | -34.1% | -43.7% |
| All | +7.3% | -1.5% | +8.9% | -5.4% |
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