+18,803.7%
EME vs BB
+258.8%
+18,544.9%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +1.9% | -5.6% | +7.5% | +2.7% |
| 30D | -8.3% | -11.8% | +3.5% | -6.8% |
| 3M | -10.7% | -25.5% | +14.8% | -7.8% |
| 6M | +1.9% | +121.3% | -119.4% | -9.6% |
| YTD | +23.5% | +103.2% | -79.7% | +10.7% |
| 1Y | +18.0% | +102.6% | -84.7% | +5.6% |
| 3Y | +236.1% | +37.5% | +198.6% | +204.3% |
| 5Y | +527.9% | -30.4% | +558.3% | +501.6% |
| 10Y | +1,252.8% | 0.0% | +1,252.8% | +983.9% |
| All | +18,803.7% | +258.8% | +18,544.9% | +13,174.5% |
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