+7,512.2%
EME vs BG
+1,181.2%
+6,331.1%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.3% |
| 7D | +2.7% | +0.5% | +2.2% | +2.5% |
| 30D | -6.8% | +10.3% | -17.1% | -10.3% |
| 3M | -8.8% | -1.9% | -6.9% | -9.0% |
| 6M | +5.0% | +5.2% | -0.3% | +1.7% |
| YTD | +23.5% | +41.2% | -17.7% | +6.9% |
| 1Y | +21.3% | +50.5% | -29.2% | +1.8% |
| 3Y | +241.1% | +19.9% | +221.2% | +202.1% |
| 5Y | +549.2% | +86.7% | +462.5% | +365.3% |
| 10Y | +1,306.4% | +167.5% | +1,138.9% | +715.8% |
| All | +7,512.2% | +1,181.2% | +6,331.1% | +3,180.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling