+1,920.9%
ED vs EME
+54,073.4%
-52,152.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.3% | -3.4% | -0.4% |
| 7D | -0.9% | +4.3% | -5.2% | -1.3% |
| 30D | +11.2% | -14.4% | +25.6% | +12.4% |
| 3M | +11.8% | -18.3% | +30.1% | +13.4% |
| 6M | +14.1% | -28.3% | +42.4% | +16.6% |
| YTD | +23.0% | +9.2% | +13.7% | +20.7% |
| 1Y | +23.7% | +4.3% | +19.4% | +21.8% |
| 3Y | +47.7% | +218.6% | -170.9% | +27.1% |
| 5Y | +82.6% | +421.0% | -338.4% | +48.1% |
| 10Y | +141.8% | +928.3% | -786.6% | +78.3% |
| All | +1,920.9% | +54,073.4% | -52,152.5% | +1,081.0% |
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