+550.5%
EME vs BB
-29.9%
+580.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.4% |
| 7D | +0.9% | -2.1% | +3.0% | +1.3% |
| 30D | -8.4% | -16.0% | +7.6% | -6.0% |
| 3M | -3.6% | -14.5% | +10.9% | -2.0% |
| 6M | +3.6% | +118.6% | -115.0% | -9.7% |
| YTD | +22.5% | +98.9% | -76.4% | +8.3% |
| 1Y | +18.2% | +99.5% | -81.3% | +4.4% |
| 3Y | +238.4% | +65.4% | +173.0% | +196.9% |
| 5Y | +550.5% | -27.6% | +578.2% | +531.2% |
| All | +550.5% | -29.9% | +580.4% | +531.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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