-10.4%
DOW vs EME
+981.9%
-992.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.5% | -2.1% | -0.6% |
| 7D | -2.9% | +5.2% | -8.1% | -4.9% |
| 30D | +2.0% | -5.4% | +7.3% | +3.9% |
| 3M | -12.5% | -6.1% | -6.4% | -12.3% |
| 6M | -9.2% | +9.7% | -18.9% | -16.2% |
| YTD | +30.8% | +26.6% | +4.2% | +11.7% |
| 1Y | +29.4% | +24.6% | +4.8% | +9.4% |
| 3Y | -34.6% | +249.6% | -284.1% | -71.8% |
| 5Y | -35.9% | +556.6% | -592.5% | -82.3% |
| All | -10.4% | +981.9% | -992.3% | -80.9% |
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