+32.0%
Q vs EME
+0.8%
+31.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.2% | +3.3% |
| 7D | +6.6% | +2.7% | +3.9% | +4.8% |
| 30D | -6.6% | -6.8% | +0.2% | -2.5% |
| 3M | -13.2% | -8.8% | -4.4% | -7.0% |
| 6M | +9.9% | +5.0% | +5.0% | +9.5% |
| YTD | +53.9% | +23.5% | +30.5% | +44.0% |
| All | +32.0% | +0.8% | +31.2% | +26.0% |
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