+10.7%
U vs EME
+237.6%
-227.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.8% |
| 7D | 0.0% | +0.9% | -1.0% | -0.4% |
| 30D | -4.1% | -8.4% | +4.3% | -1.3% |
| 3M | +57.8% | -3.6% | +61.4% | +57.2% |
| 6M | +103.5% | +3.6% | +100.0% | +95.1% |
| YTD | -4.8% | +22.5% | -27.3% | -16.5% |
| 1Y | -2.4% | +18.2% | -20.6% | -13.9% |
| All | +10.7% | +237.6% | -227.0% | -42.8% |
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