+877.5%
EME vs BUD
-2.1%
+879.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.7% | -0.9% |
| 7D | +8.4% | +1.0% | +7.4% | +7.9% |
| 30D | -11.5% | +6.7% | -18.2% | -14.1% |
| 3M | -20.6% | +5.7% | -26.3% | -22.9% |
| 6M | -28.5% | +5.8% | -34.3% | -31.0% |
| YTD | +8.0% | +34.4% | -26.4% | -5.8% |
| 1Y | +6.8% | +33.3% | -26.5% | -6.7% |
| 3Y | +213.9% | +48.8% | +165.1% | +153.8% |
| 5Y | +414.8% | +52.5% | +362.3% | +300.2% |
| All | +877.5% | -2.1% | +879.5% | +706.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 10y: compounded portfolio wealth divided by compounded BUD 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…
10y analysis · Full analysis span regression · 6 months rolling