+116.0%
ALL vs EME
+560.9%
-444.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.5% | -4.9% | -2.5% |
| 7D | -1.7% | +5.2% | -6.9% | -2.0% |
| 30D | -4.7% | -5.4% | +0.7% | -4.4% |
| 3M | +18.4% | -6.1% | +24.5% | +18.7% |
| 6M | +20.5% | +9.7% | +10.8% | +18.3% |
| YTD | +23.5% | +26.6% | -3.0% | +18.4% |
| 1Y | +29.0% | +24.6% | +4.3% | +22.5% |
| 3Y | +153.7% | +249.6% | -95.9% | +80.9% |
| All | +116.0% | +560.9% | -444.9% | +18.6% |
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 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