+26.7%
Q vs EME
+0.7%
+26.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +0.6% |
| 7D | +0.2% | +1.9% | -1.6% | -0.9% |
| 30D | -11.1% | -8.3% | -2.9% | -6.2% |
| 3M | -22.1% | -10.7% | -11.4% | -15.3% |
| 6M | +0.5% | +1.9% | -1.4% | +1.5% |
| YTD | +47.8% | +23.5% | +24.3% | +38.4% |
| All | +26.7% | +0.7% | +26.0% | +21.1% |
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