-12.1%
DOW vs EME
+992.4%
-1,004.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.3% | -6.4% | -3.8% |
| 7D | -1.4% | +3.5% | -4.9% | -2.9% |
| 30D | -3.9% | -6.3% | +2.4% | -1.7% |
| 3M | -12.7% | -3.8% | -8.9% | -13.2% |
| 6M | -13.7% | +8.5% | -22.2% | -20.0% |
| YTD | +28.4% | +27.8% | +0.6% | +9.2% |
| 1Y | +21.8% | +22.2% | -0.5% | +4.0% |
| 3Y | -35.7% | +253.5% | -289.2% | -72.5% |
| 5Y | -36.8% | +578.6% | -615.5% | -82.9% |
| All | -12.1% | +992.4% | -1,004.4% | -81.4% |
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