+294.7%
C vs EME
+1,266.0%
-971.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +2.1% |
| 7D | +2.6% | +2.7% | -0.2% | +1.1% |
| 30D | +1.9% | -6.8% | +8.7% | +5.3% |
| 3M | +2.8% | -8.8% | +11.6% | +5.9% |
| 6M | +30.6% | +5.0% | +25.6% | +23.6% |
| YTD | +19.9% | +23.5% | -3.6% | +3.0% |
| 1Y | +44.6% | +21.3% | +23.3% | +21.8% |
| 3Y | +272.1% | +241.1% | +31.1% | +52.7% |
| 5Y | +132.0% | +549.2% | -417.2% | -41.4% |
| 10Y | +294.7% | +1,306.4% | -1,011.7% | -38.1% |
| All | +294.7% | +1,266.0% | -971.3% | -38.1% |
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