+161.7%
ALL vs EME
+414.8%
-253.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.7% |
| 7D | 0.0% | +11.3% | -11.3% | -0.5% |
| 30D | +12.8% | -14.6% | +27.4% | +13.7% |
| 3M | +4.7% | -20.4% | +25.1% | +5.9% |
| 6M | +24.9% | -28.3% | +53.2% | +27.8% |
| YTD | +30.0% | +8.6% | +21.4% | +25.4% |
| 1Y | +29.9% | +3.2% | +26.7% | +26.2% |
| 3Y | +117.5% | +216.8% | -99.2% | +51.0% |
| 5Y | +161.7% | +417.5% | -255.8% | +43.7% |
| All | +161.7% | +414.8% | -253.1% | +43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling