+108.5%
RF vs EME
+191.8%
-83.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.7% |
| 7D | -0.9% | -10.5% | +9.6% | +0.9% |
| 30D | +6.0% | -22.4% | +28.4% | +10.8% |
| 3M | -8.9% | -24.7% | +15.8% | -4.5% |
| 6M | +2.3% | -35.5% | +37.8% | +10.7% |
| YTD | +7.6% | -0.3% | +7.9% | +4.3% |
| 1Y | +21.2% | -6.7% | +27.9% | +19.2% |
| 3Y | +108.5% | +190.6% | -82.1% | +38.0% |
| All | +108.5% | +191.8% | -83.3% | +38.0% |
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 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