-50.4%
COMP vs EME
+483.1%
-533.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.1% | -6.3% | -6.9% |
| 7D | +7.2% | -8.8% | +16.0% | +10.8% |
| 30D | +6.4% | -18.2% | +24.6% | +14.8% |
| 3M | -19.4% | -20.2% | +0.8% | -12.8% |
| 6M | +14.6% | -29.9% | +44.5% | +30.2% |
| YTD | -5.5% | +5.7% | -11.2% | -12.6% |
| 1Y | +13.7% | -1.5% | +15.1% | +8.4% |
| 3Y | +409.7% | +208.4% | +201.2% | +110.6% |
| 5Y | -17.0% | +401.9% | -418.9% | -78.2% |
| All | -50.4% | +483.1% | -533.5% | -87.4% |
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