-50.2%
COMP vs EME
+498.8%
-548.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.9% |
| 7D | +8.9% | +11.3% | -2.4% | +4.4% |
| 30D | +14.0% | -14.6% | +28.5% | +20.7% |
| 3M | -21.1% | -20.4% | -0.7% | -14.4% |
| 6M | +20.1% | -28.3% | +48.4% | +35.2% |
| YTD | -5.0% | +8.6% | -13.6% | -13.2% |
| 1Y | +5.7% | +3.2% | +2.4% | -1.2% |
| 3Y | +412.2% | +216.8% | +195.5% | +109.4% |
| 5Y | -12.1% | +417.5% | -429.6% | -77.1% |
| All | -50.2% | +498.8% | -548.9% | -87.5% |
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