-52.3%
TEAM vs EME
+575.5%
-627.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.2% | -1.0% |
| 7D | -5.2% | +3.5% | -8.7% | -6.1% |
| 30D | +15.8% | -6.3% | +22.1% | +17.3% |
| 3M | +101.5% | -3.8% | +105.2% | +100.6% |
| 6M | +138.2% | +8.5% | +129.7% | +123.9% |
| YTD | +10.8% | +27.8% | -17.0% | -4.7% |
| 1Y | +1.7% | +22.2% | -20.5% | -13.3% |
| 3Y | -16.0% | +253.5% | -269.5% | -62.6% |
| All | -52.3% | +575.5% | -627.8% | -87.4% |
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