+1,284.9%
EME vs CAPR
-78.6%
+1,363.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | -0.7% |
| 7D | +0.9% | -10.6% | +11.5% | +1.1% |
| 30D | -8.4% | +111.2% | -119.6% | -9.3% |
| 3M | -3.6% | -67.2% | +63.6% | -3.0% |
| 6M | +3.6% | -75.1% | +78.7% | +4.5% |
| YTD | +22.5% | -71.2% | +93.8% | +23.3% |
| 1Y | +18.2% | +31.1% | -12.9% | +13.5% |
| 3Y | +238.4% | +31.3% | +207.0% | +217.7% |
| 5Y | +550.5% | +69.4% | +481.1% | +503.4% |
| All | +1,284.9% | -78.6% | +1,363.5% | +1,184.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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