+9.5%
V vs EME
+19.6%
-10.1%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | -0.6% |
| 7D | -2.9% | +2.7% | -5.6% | -2.7% |
| 30D | +1.9% | -6.8% | +8.7% | +1.3% |
| 3M | +13.2% | -8.8% | +22.1% | +12.6% |
| 6M | +16.7% | +5.0% | +11.7% | +16.0% |
| YTD | +5.4% | +23.5% | -18.1% | +4.8% |
| All | +9.5% | +19.6% | -10.1% | +7.0% |
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 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