+199.9%
B vs EME
+1,301.6%
-1,101.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.5% |
| 7D | -5.0% | +0.9% | -6.0% | -5.1% |
| 30D | +8.7% | -8.4% | +17.1% | +9.6% |
| 3M | +17.3% | -3.6% | +20.9% | +17.4% |
| 6M | -5.0% | +3.6% | -8.6% | -5.4% |
| YTD | +1.4% | +22.5% | -21.1% | -0.1% |
| 1Y | +50.5% | +18.2% | +32.3% | +48.2% |
| 3Y | +194.4% | +238.4% | -44.0% | +174.6% |
| 5Y | +156.7% | +550.5% | -393.8% | +134.2% |
| All | +199.9% | +1,301.6% | -1,101.7% | +149.8% |
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