+280.3%
TER vs EME
+248.9%
+31.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.5% | +1.7% | +2.2% |
| 7D | +11.0% | +5.2% | +5.8% | +6.7% |
| 30D | -1.9% | -5.4% | +3.5% | +2.9% |
| 3M | -0.7% | -6.1% | +5.4% | +6.3% |
| 6M | +36.4% | +9.7% | +26.7% | +35.0% |
| YTD | +92.4% | +26.6% | +65.9% | +76.1% |
| 1Y | +213.5% | +24.6% | +188.9% | +184.2% |
| All | +280.3% | +248.9% | +31.4% | +109.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling