+570.7%
EME vs BG
+81.8%
+488.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.7% | +6.1% | +4.6% |
| 7D | +3.5% | +3.1% | +0.4% | +3.0% |
| 30D | -6.3% | +10.2% | -16.6% | -7.9% |
| 3M | -3.8% | -1.7% | -2.1% | -3.6% |
| 6M | +8.5% | +1.0% | +7.5% | +8.0% |
| YTD | +27.8% | +39.9% | -12.1% | +19.9% |
| 1Y | +22.2% | +53.2% | -31.0% | +12.6% |
| 3Y | +253.5% | +16.3% | +237.2% | +243.1% |
| All | +570.7% | +81.8% | +488.8% | +414.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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