+1,951.6%
ED vs EME
+53,473.8%
-51,522.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.4% |
| 7D | +2.1% | +8.4% | -6.3% | +1.3% |
| 30D | +10.4% | -11.5% | +21.9% | +11.3% |
| 3M | +12.5% | -20.6% | +33.2% | +14.4% |
| 6M | +14.9% | -28.5% | +43.4% | +17.5% |
| YTD | +24.8% | +8.0% | +16.8% | +22.6% |
| 1Y | +23.8% | +6.8% | +17.1% | +21.7% |
| 3Y | +51.6% | +213.9% | -162.3% | +30.7% |
| 5Y | +86.4% | +414.8% | -328.4% | +51.3% |
| 10Y | +145.4% | +916.9% | -771.5% | +81.2% |
| All | +1,951.6% | +53,473.8% | -51,522.2% | +1,100.0% |
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