+83.6%
ED vs EME
+417.9%
-334.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.3% | -3.4% | +0.1% |
| 7D | -0.9% | +4.3% | -5.2% | -0.7% |
| 30D | +11.2% | -14.4% | +25.6% | +10.7% |
| 3M | +11.8% | -18.3% | +30.1% | +11.2% |
| 6M | +14.1% | -28.3% | +42.4% | +13.5% |
| YTD | +23.0% | +9.2% | +13.7% | +23.3% |
| 1Y | +23.7% | +4.3% | +19.4% | +23.9% |
| 3Y | +47.7% | +218.6% | -170.9% | +29.9% |
| All | +83.6% | +417.9% | -334.3% | +41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling