+216.9%
B vs EME
+910.4%
-693.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -3.1% |
| 7D | -6.2% | +11.3% | -17.5% | -7.1% |
| 30D | -6.6% | -14.6% | +7.9% | -5.4% |
| 3M | -7.9% | -20.4% | +12.6% | -6.1% |
| 6M | -16.8% | -28.3% | +11.5% | -14.6% |
| YTD | -11.7% | +8.6% | -20.2% | -12.2% |
| 1Y | +3.5% | +3.2% | +0.3% | +3.2% |
| 3Y | +165.7% | +216.8% | -51.0% | +150.0% |
| 5Y | +108.4% | +417.5% | -309.1% | +92.4% |
| All | +216.9% | +910.4% | -693.4% | +202.5% |
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