+29.7%
Q vs EME
0.0%
+29.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.2% |
| 7D | +4.1% | +0.9% | +3.1% | +3.4% |
| 30D | -10.7% | -8.4% | -2.3% | -5.8% |
| 3M | -11.7% | -3.6% | -8.1% | -8.4% |
| 6M | +8.3% | +3.6% | +4.8% | +8.7% |
| YTD | +51.3% | +22.5% | +28.8% | +42.3% |
| All | +29.7% | 0.0% | +29.8% | +24.5% |
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