+131.6%
C vs EME
+565.5%
-433.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -1.6% |
| 7D | +3.2% | +5.2% | -2.0% | +1.4% |
| 30D | +1.3% | -5.4% | +6.6% | +3.1% |
| 3M | +3.1% | -6.1% | +9.2% | +4.4% |
| 6M | +29.6% | +9.7% | +20.0% | +23.6% |
| YTD | +19.0% | +26.6% | -7.6% | +7.2% |
| 1Y | +45.6% | +24.6% | +21.0% | +29.2% |
| 3Y | +269.3% | +249.6% | +19.7% | +105.0% |
| 5Y | +131.6% | +556.6% | -425.0% | -9.0% |
| All | +131.6% | +565.5% | -433.9% | -9.0% |
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