+14.6%
D vs EME
+407.9%
-393.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.3% | -7.8% | -0.8% |
| 7D | +0.8% | -4.4% | +5.1% | +0.9% |
| 30D | +10.7% | -17.3% | +28.0% | +11.6% |
| 3M | +2.3% | -20.0% | +22.3% | +3.2% |
| 6M | +12.5% | -29.1% | +41.6% | +14.3% |
| YTD | +20.1% | +6.9% | +13.1% | +18.3% |
| 1Y | +15.6% | +0.8% | +14.8% | +14.3% |
| 3Y | +75.2% | +214.4% | -139.2% | +38.1% |
| 5Y | +14.6% | +404.2% | -389.6% | -20.6% |
| All | +14.6% | +407.9% | -393.3% | -20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling