+65.7%
T vs EME
+545.9%
-480.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.7% | -1.8% |
| 7D | -3.1% | +2.7% | -5.8% | -3.0% |
| 30D | +4.6% | -6.8% | +11.4% | +4.5% |
| 3M | +12.2% | -8.8% | +21.1% | +12.4% |
| 6M | -6.5% | +5.0% | -11.4% | -6.7% |
| YTD | +4.9% | +23.5% | -18.6% | +4.3% |
| 1Y | -10.5% | +21.3% | -31.8% | -11.0% |
| 3Y | +104.6% | +241.1% | -136.5% | +79.2% |
| All | +65.7% | +545.9% | -480.3% | +19.4% |
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