+851.5%
DE vs EME
+1,362.1%
-510.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.6% | -2.0% |
| 7D | -2.6% | +3.5% | -6.1% | -4.0% |
| 30D | +9.0% | -6.3% | +15.4% | +11.4% |
| 3M | +19.1% | -3.8% | +22.9% | +19.1% |
| 6M | +14.4% | +8.5% | +5.9% | +8.3% |
| YTD | +45.9% | +27.8% | +18.1% | +28.5% |
| 1Y | +43.6% | +22.2% | +21.4% | +26.3% |
| 3Y | +75.9% | +253.5% | -177.6% | -14.4% |
| 5Y | +98.8% | +578.6% | -479.9% | -33.9% |
| All | +851.5% | +1,362.1% | -510.6% | +119.2% |
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 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