+6.5%
D vs EME
+565.5%
-559.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.9% | +0.4% |
| 7D | +0.8% | +5.2% | -4.4% | +0.5% |
| 30D | -0.7% | -5.4% | +4.6% | -0.5% |
| 3M | +2.1% | -6.1% | +8.2% | +2.4% |
| 6M | +6.8% | +9.7% | -2.8% | +5.7% |
| YTD | +16.5% | +26.6% | -10.0% | +14.0% |
| 1Y | +19.2% | +24.6% | -5.5% | +16.0% |
| 3Y | +61.9% | +249.6% | -187.7% | +29.0% |
| 5Y | +6.5% | +556.6% | -550.0% | -27.6% |
| All | +6.5% | +565.5% | -559.0% | -27.6% |
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