+47.4%
TER vs EME
+3.0%
+44.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -4.7% |
| 7D | +14.4% | +8.4% | +6.0% | +4.0% |
| 30D | -30.6% | -11.5% | -19.1% | -18.8% |
| 3M | -39.2% | -20.6% | -18.6% | -18.4% |
| 6M | -31.3% | -28.5% | -2.8% | +12.0% |
| YTD | +29.1% | +8.0% | +21.1% | +32.7% |
| 1Y | +47.4% | +6.8% | +40.7% | +53.5% |
| All | +47.4% | +3.0% | +44.4% | +53.5% |
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