+1,058.0%
T vs EME
+61,143.5%
-60,085.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.7% | -2.3% |
| 7D | -1.3% | +1.9% | -3.2% | -1.6% |
| 30D | +11.4% | -8.3% | +19.6% | +12.9% |
| 3M | +14.3% | -10.7% | +25.0% | +15.4% |
| 6M | -9.3% | +1.9% | -11.2% | -11.0% |
| YTD | +7.1% | +23.5% | -16.4% | +1.1% |
| 1Y | -9.1% | +18.0% | -27.1% | -14.1% |
| 3Y | +105.3% | +236.1% | -130.8% | +52.1% |
| 5Y | +66.8% | +527.9% | -461.1% | +7.0% |
| 10Y | +66.8% | +1,252.8% | -1,186.0% | -11.0% |
| All | +1,058.0% | +61,143.5% | -60,085.5% | +317.5% |
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