+49.1%
D vs EME
+905.2%
-856.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | -1.4% | +8.4% | -9.7% | -2.2% |
| 30D | +7.7% | -11.5% | +19.2% | +8.9% |
| 3M | -0.3% | -20.6% | +20.3% | +1.9% |
| 6M | +10.1% | -28.5% | +38.5% | +13.5% |
| YTD | +19.1% | +8.0% | +11.1% | +16.0% |
| 1Y | +15.9% | +6.8% | +9.1% | +13.0% |
| 3Y | +75.0% | +213.9% | -138.9% | +36.9% |
| 5Y | +13.4% | +414.8% | -401.4% | -20.3% |
| All | +49.1% | +905.2% | -856.0% | -7.8% |
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