+195.5%
W vs EME
+1,689.3%
-1,493.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.2% |
| 7D | -1.7% | +11.3% | -13.0% | -7.6% |
| 30D | +3.2% | -14.6% | +17.8% | +11.7% |
| 3M | +8.3% | -20.4% | +28.7% | +21.0% |
| 6M | +84.3% | -28.3% | +112.6% | +115.3% |
| YTD | +11.0% | +8.6% | +2.5% | -1.9% |
| 1Y | -0.2% | +3.2% | -3.5% | -9.4% |
| 3Y | +157.9% | +216.8% | -58.8% | +5.3% |
| 5Y | -56.8% | +417.5% | -474.3% | -87.3% |
| 10Y | +212.2% | +922.2% | -710.0% | -43.2% |
| All | +195.5% | +1,689.3% | -1,493.7% | -56.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling