+2,590.5%
EME vs BR
+1,281.7%
+1,308.8%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.3% |
| 7D | +2.7% | -5.0% | +7.7% | +5.5% |
| 30D | -6.8% | -2.5% | -4.3% | -6.0% |
| 3M | -8.8% | +13.5% | -22.3% | -16.9% |
| 6M | +5.0% | -9.4% | +14.4% | +7.5% |
| YTD | +23.5% | -23.3% | +46.8% | +37.3% |
| 1Y | +21.3% | -31.6% | +52.9% | +43.8% |
| 3Y | +241.1% | -5.1% | +246.1% | +224.2% |
| 5Y | +549.2% | +8.2% | +541.0% | +452.4% |
| 10Y | +1,306.4% | +189.8% | +1,116.6% | +483.6% |
| All | +2,590.5% | +1,281.7% | +1,308.8% | +253.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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