+16,436.3%
EME vs BB
+314.8%
+16,121.6%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.2% |
| 7D | +8.4% | +1.8% | +6.5% | +8.1% |
| 30D | -11.5% | +8.1% | -19.6% | -12.7% |
| 3M | -20.6% | -1.0% | -19.6% | -21.0% |
| 6M | -28.5% | +45.9% | -74.4% | -33.0% |
| YTD | +8.0% | +134.8% | -126.8% | -5.5% |
| 1Y | +6.8% | +104.6% | -97.8% | -5.0% |
| 3Y | +213.9% | +152.8% | +61.1% | +163.0% |
| 5Y | +414.8% | -17.4% | +432.2% | +381.7% |
| 10Y | +916.9% | +22.4% | +894.5% | +690.3% |
| All | +16,436.3% | +314.8% | +16,121.6% | +11,238.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling