+1,273.2%
BE vs EME
+545.9%
+727.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.4% | -0.4% | -0.4% |
| 7D | +23.9% | +2.7% | +21.2% | +21.1% |
| 30D | +27.8% | -6.8% | +34.6% | +37.4% |
| 3M | +3.7% | -8.8% | +12.6% | +18.5% |
| 6M | +78.0% | +5.0% | +73.0% | +79.0% |
| YTD | +209.9% | +23.5% | +186.4% | +172.3% |
| 1Y | +389.6% | +21.3% | +368.3% | +345.9% |
| 3Y | +1,730.6% | +241.1% | +1,489.5% | +648.8% |
| All | +1,273.2% | +545.9% | +727.3% | +204.3% |
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