+3,382.8%
EME vs BUD
+215.1%
+3,167.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.3% | +5.6% | +4.3% |
| 7D | +4.3% | +0.5% | +3.8% | +4.0% |
| 30D | -14.4% | +7.4% | -21.8% | -17.6% |
| 3M | -18.3% | +4.3% | -22.6% | -20.6% |
| 6M | -28.3% | +5.3% | -33.6% | -31.1% |
| YTD | +9.2% | +33.2% | -24.0% | -6.1% |
| 1Y | +4.3% | +31.8% | -27.5% | -10.1% |
| 3Y | +218.6% | +47.8% | +170.9% | +151.2% |
| 5Y | +421.0% | +50.2% | +370.9% | +296.0% |
| 10Y | +928.3% | -4.8% | +933.1% | +809.5% |
| All | +3,382.8% | +215.1% | +3,167.7% | +1,281.3% |
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