-46.7%
COMP vs EME
+598.1%
-644.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.5% | -5.8% | -4.4% |
| 7D | +4.1% | +5.2% | -1.1% | +1.8% |
| 30D | -14.5% | -5.4% | -9.2% | -12.8% |
| 3M | +41.8% | -6.1% | +47.9% | +43.5% |
| 6M | +23.6% | +9.7% | +13.9% | +16.1% |
| YTD | +1.7% | +26.6% | -24.9% | -11.8% |
| 1Y | +12.6% | +24.6% | -12.1% | -4.6% |
| 3Y | +221.9% | +249.6% | -27.7% | +29.6% |
| 5Y | -28.1% | +556.6% | -584.7% | -82.5% |
| All | -46.7% | +598.1% | -644.8% | -87.3% |
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 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