+3,837.3%
EME vs BUD
+201.1%
+3,636.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.6% | +1.7% |
| 7D | +1.9% | +0.3% | +1.6% | +1.8% |
| 30D | -8.3% | -5.7% | -2.6% | -6.1% |
| 3M | -10.7% | +3.1% | -13.9% | -12.6% |
| 6M | +1.9% | +7.9% | -6.0% | -2.5% |
| YTD | +23.5% | +27.3% | -3.9% | +9.2% |
| 1Y | +18.0% | +37.8% | -19.8% | +0.3% |
| 3Y | +236.1% | +49.8% | +186.3% | +164.0% |
| 5Y | +527.9% | +43.8% | +484.0% | +389.9% |
| 10Y | +1,252.8% | -22.6% | +1,275.4% | +1,241.5% |
| All | +3,837.3% | +201.1% | +3,636.2% | +1,506.6% |
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