+163.6%
W vs EME
+1,934.9%
-1,771.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +1.5% |
| 7D | -4.2% | +1.9% | -6.1% | -5.2% |
| 30D | -7.6% | -8.3% | +0.7% | -3.0% |
| 3M | +37.2% | -10.7% | +47.9% | +43.7% |
| 6M | +26.3% | +1.9% | +24.4% | +20.3% |
| YTD | -1.0% | +23.5% | -24.4% | -17.2% |
| 1Y | +20.1% | +18.0% | +2.1% | -0.1% |
| 3Y | +37.8% | +236.1% | -198.3% | -44.5% |
| 5Y | -63.7% | +527.9% | -591.5% | -90.3% |
| 10Y | +156.3% | +1,252.8% | -1,096.4% | -59.0% |
| All | +163.6% | +1,934.9% | -1,771.3% | -63.4% |
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