+4,146.6%
ALL vs EME
+62,686.5%
-58,539.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.5% | -4.9% | -3.0% |
| 7D | -1.7% | +5.2% | -6.9% | -3.0% |
| 30D | -4.7% | -5.4% | +0.7% | -3.5% |
| 3M | +18.4% | -6.1% | +24.5% | +18.3% |
| 6M | +20.5% | +9.7% | +10.8% | +14.8% |
| YTD | +23.5% | +26.6% | -3.0% | +12.4% |
| 1Y | +29.0% | +24.6% | +4.3% | +16.3% |
| 3Y | +153.7% | +249.6% | -95.9% | +63.8% |
| 5Y | +114.8% | +556.6% | -441.8% | +13.8% |
| 10Y | +356.1% | +1,286.6% | -930.5% | +88.3% |
| All | +4,146.6% | +62,686.5% | -58,539.9% | +1,058.4% |
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