+1,003.0%
BE vs EME
+955.2%
+47.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.3% | +2.4% | +2.8% |
| 7D | +9.0% | +3.5% | +5.5% | +6.0% |
| 30D | +16.3% | -6.3% | +22.6% | +23.4% |
| 3M | +10.8% | -3.8% | +14.6% | +19.3% |
| 6M | +73.2% | +8.5% | +64.7% | +69.9% |
| YTD | +217.4% | +27.8% | +189.5% | +175.0% |
| 1Y | +309.8% | +22.2% | +287.6% | +275.2% |
| 3Y | +1,726.2% | +253.5% | +1,472.7% | +654.1% |
| 5Y | +1,306.2% | +578.6% | +727.5% | +248.5% |
| All | +1,003.0% | +955.2% | +47.8% | +97.2% |
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