+1,487.6%
D vs EME
+53,750.9%
-52,263.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | -3.1% | +11.3% | -14.4% | -4.4% |
| 30D | +8.4% | -14.6% | +22.9% | +10.2% |
| 3M | +0.2% | -20.4% | +20.7% | +2.8% |
| 6M | +9.5% | -28.3% | +37.7% | +13.2% |
| YTD | +18.8% | +8.6% | +10.2% | +15.7% |
| 1Y | +14.7% | +3.2% | +11.5% | +12.3% |
| 3Y | +72.9% | +216.8% | -143.8% | +40.5% |
| 5Y | +13.1% | +417.5% | -404.3% | -15.2% |
| 10Y | +47.2% | +922.2% | -875.0% | -2.9% |
| All | +1,487.6% | +53,750.9% | -52,263.2% | +666.5% |
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