+361.3%
ALL vs EME
+1,312.7%
-951.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.5% | +0.6% |
| 7D | -2.2% | +2.7% | -4.9% | -2.8% |
| 30D | -5.6% | -6.8% | +1.2% | -4.3% |
| 3M | +17.2% | -8.8% | +26.1% | +18.1% |
| 6M | +23.2% | +5.0% | +18.3% | +19.1% |
| YTD | +23.6% | +23.5% | +0.1% | +13.4% |
| 1Y | +29.2% | +21.3% | +7.9% | +17.2% |
| 3Y | +153.8% | +241.1% | -87.2% | +54.1% |
| 5Y | +116.1% | +549.2% | -433.1% | +0.1% |
| All | +361.3% | +1,312.7% | -951.4% | +60.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling