+146.4%
ED vs EME
+905.2%
-758.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.4% |
| 7D | +2.1% | +8.4% | -6.3% | +1.8% |
| 30D | +10.4% | -11.5% | +21.9% | +10.8% |
| 3M | +12.5% | -20.6% | +33.2% | +13.4% |
| 6M | +14.9% | -28.5% | +43.4% | +16.3% |
| YTD | +24.8% | +8.0% | +16.8% | +23.4% |
| 1Y | +23.8% | +6.8% | +17.1% | +22.4% |
| 3Y | +51.6% | +213.9% | -162.3% | +30.7% |
| 5Y | +86.4% | +414.8% | -328.4% | +48.8% |
| All | +146.4% | +905.2% | -758.8% | +82.7% |
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