+48.4%
D vs EME
+948.4%
-900.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.3% | -3.8% | -0.8% |
| 7D | -2.4% | +4.3% | -6.7% | -2.9% |
| 30D | +9.0% | -14.4% | +23.4% | +10.5% |
| 3M | +1.0% | -18.3% | +19.3% | +2.8% |
| 6M | +11.0% | -28.3% | +39.3% | +14.4% |
| YTD | +19.8% | +9.2% | +10.6% | +16.6% |
| 1Y | +16.0% | +4.3% | +11.7% | +13.5% |
| 3Y | +74.4% | +218.6% | -144.3% | +36.3% |
| 5Y | +13.5% | +421.0% | -407.5% | -20.1% |
| 10Y | +48.4% | +928.3% | -880.0% | -8.0% |
| All | +48.4% | +948.4% | -900.1% | -8.0% |
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 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