+10,892.8%
DE vs EME
+61,154.1%
-50,261.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.3% |
| 7D | -3.0% | +2.7% | -5.8% | -4.0% |
| 30D | +11.1% | -6.8% | +17.9% | +13.5% |
| 3M | +17.6% | -8.8% | +26.4% | +19.6% |
| 6M | +13.6% | +5.0% | +8.6% | +9.6% |
| YTD | +46.3% | +23.5% | +22.8% | +32.8% |
| 1Y | +44.2% | +21.3% | +22.9% | +29.8% |
| 3Y | +76.6% | +241.1% | -164.5% | +4.4% |
| 5Y | +98.2% | +549.2% | -450.9% | -8.4% |
| 10Y | +863.5% | +1,306.4% | -442.9% | +232.3% |
| All | +10,892.8% | +61,154.1% | -50,261.2% | +2,060.0% |
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