+449.1%
PL vs EME
+237.8%
+211.3%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -2.3% |
| 7D | -9.3% | +1.9% | -11.2% | -10.4% |
| 30D | -18.9% | -8.3% | -10.7% | -14.5% |
| 3M | -58.4% | -10.7% | -47.6% | -55.4% |
| 6M | -30.3% | +1.9% | -32.2% | -31.9% |
| YTD | -8.1% | +23.5% | -31.6% | -21.6% |
| 1Y | +180.5% | +18.0% | +162.5% | +142.0% |
| All | +449.1% | +237.8% | +211.3% | +129.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling