+3,344.2%
EME vs BUD
+217.8%
+3,126.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.7% | -1.0% |
| 7D | +8.4% | +1.0% | +7.4% | +7.9% |
| 30D | -11.5% | +6.7% | -18.2% | -14.6% |
| 3M | -20.6% | +5.7% | -26.3% | -23.3% |
| 6M | -28.5% | +5.8% | -34.3% | -31.4% |
| YTD | +8.0% | +34.4% | -26.4% | -7.5% |
| 1Y | +6.8% | +33.3% | -26.5% | -8.4% |
| 3Y | +213.9% | +48.8% | +165.1% | +146.8% |
| 5Y | +414.8% | +52.5% | +362.3% | +288.4% |
| 10Y | +916.9% | -4.0% | +920.9% | +796.1% |
| All | +3,344.2% | +217.8% | +3,126.4% | +1,260.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling