+15.7%
RF vs EME
+22.9%
-7.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.7% | -1.3% |
| 7D | +2.7% | +5.2% | -2.5% | +2.3% |
| 30D | -3.4% | -5.4% | +2.0% | -3.0% |
| 3M | +6.4% | -6.1% | +12.5% | +7.0% |
| 6M | +13.4% | +9.7% | +3.8% | +11.8% |
| YTD | +14.2% | +26.6% | -12.3% | +11.8% |
| 1Y | +15.7% | +24.6% | -8.9% | +13.8% |
| All | +15.7% | +22.9% | -7.2% | +13.8% |
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