+33.2%
Q vs EME
-10.9%
+44.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.3% | -0.9% | +0.2% |
| 7D | +6.6% | +4.3% | +2.3% | +3.8% |
| 30D | +2.7% | -14.4% | +17.1% | +12.8% |
| 3M | -8.4% | -18.3% | +10.0% | +3.4% |
| 6M | -17.3% | -28.3% | +11.0% | +2.2% |
| YTD | +55.3% | +9.2% | +46.1% | +56.3% |
| 1Y | +31.5% | +4.3% | +27.2% | +33.1% |
| All | +33.2% | -10.9% | +44.0% | +36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling