+911.5%
T vs EME
+53,750.9%
-52,839.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | +1.6% | +11.3% | -9.7% | -0.3% |
| 30D | -2.9% | -14.6% | +11.6% | -0.6% |
| 3M | -7.5% | -20.4% | +12.9% | -4.3% |
| 6M | -9.9% | -28.3% | +18.4% | -5.9% |
| YTD | -6.4% | +8.6% | -15.0% | -10.2% |
| 1Y | -9.4% | +3.2% | -12.6% | -12.3% |
| 3Y | +64.9% | +216.8% | -151.9% | +22.7% |
| 5Y | +57.0% | +417.5% | -360.5% | +3.9% |
| 10Y | +60.8% | +922.2% | -861.4% | -10.1% |
| All | +911.5% | +53,750.9% | -52,839.4% | +271.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling