+241.5%
EME vs BEN
+53.1%
+188.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -1.9% |
| 7D | +2.7% | +3.4% | -0.6% | +1.6% |
| 30D | -6.8% | +1.8% | -8.6% | -7.4% |
| 3M | -8.8% | +8.4% | -17.2% | -11.2% |
| 6M | +5.0% | +35.6% | -30.6% | -4.8% |
| YTD | +23.5% | +46.4% | -22.9% | +8.9% |
| 1Y | +21.3% | +46.3% | -25.0% | +6.7% |
| All | +241.5% | +53.1% | +188.5% | +175.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 3y: compounded portfolio wealth divided by compounded BEN 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…
3y analysis · Full analysis span regression · 6 months rolling