+38.5%
D vs EME
+1,266.0%
-1,227.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -1.4% |
| 7D | -0.4% | +2.7% | -3.2% | -0.7% |
| 30D | -2.1% | -6.8% | +4.7% | -1.4% |
| 3M | -0.7% | -8.8% | +8.1% | -0.1% |
| 6M | +5.6% | +5.0% | +0.6% | +4.1% |
| YTD | +14.6% | +23.5% | -8.9% | +10.5% |
| 1Y | +15.3% | +21.3% | -6.0% | +10.7% |
| 3Y | +59.1% | +241.1% | -181.9% | +25.1% |
| 5Y | +3.9% | +549.2% | -545.2% | -28.2% |
| 10Y | +38.5% | +1,306.4% | -1,267.9% | -14.2% |
| All | +38.5% | +1,266.0% | -1,227.5% | -14.2% |
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