+1,448.3%
D vs EME
+61,143.5%
-59,695.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.2% | -0.7% |
| 7D | +1.5% | +1.9% | -0.4% | +1.2% |
| 30D | -2.6% | -8.3% | +5.7% | -1.5% |
| 3M | 0.0% | -10.7% | +10.8% | +1.0% |
| 6M | +7.4% | +1.9% | +5.5% | +6.1% |
| YTD | +15.9% | +23.5% | -7.6% | +11.4% |
| 1Y | +18.1% | +18.0% | +0.2% | +13.6% |
| 3Y | +58.4% | +236.1% | -177.7% | +28.3% |
| 5Y | +5.2% | +527.9% | -522.7% | -22.9% |
| 10Y | +35.9% | +1,252.8% | -1,216.9% | -13.4% |
| All | +1,448.3% | +61,143.5% | -59,695.2% | +638.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling