+163.4%
B vs EME
+545.9%
-382.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.6% | +1.5% |
| 7D | +1.0% | +2.7% | -1.7% | +0.6% |
| 30D | +9.5% | -6.8% | +16.3% | +10.7% |
| 3M | +14.3% | -8.8% | +23.2% | +15.5% |
| 6M | -1.9% | +5.0% | -6.9% | -2.8% |
| YTD | +4.1% | +23.5% | -19.4% | +0.8% |
| 1Y | +56.1% | +21.3% | +34.8% | +50.6% |
| 3Y | +202.0% | +241.1% | -39.1% | +154.8% |
| All | +163.4% | +545.9% | -382.6% | +104.3% |
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