+199.8%
TER vs EME
+19.7%
+180.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.7% | +3.7% | +3.6% |
| 7D | +0.6% | +1.9% | -1.3% | -1.4% |
| 30D | -8.3% | -8.3% | 0.0% | +0.9% |
| 3M | -12.2% | -10.7% | -1.5% | +2.2% |
| 6M | +17.0% | +1.9% | +15.1% | +24.6% |
| YTD | +84.6% | +23.5% | +61.1% | +74.8% |
| 1Y | +199.8% | +18.0% | +181.8% | +155.5% |
| All | +199.8% | +19.7% | +180.1% | +155.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling