+928.3%
EME vs CAPR
-59.1%
+987.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +26.5% | -23.2% | +3.0% |
| 7D | +4.3% | +25.8% | -21.5% | +4.0% |
| 30D | -14.4% | +50.2% | -64.6% | -14.8% |
| 3M | -18.3% | +185.5% | -203.8% | -19.5% |
| 6M | -28.3% | -64.8% | +36.5% | -28.0% |
| YTD | +9.2% | -61.1% | +70.3% | +9.4% |
| 1Y | +4.3% | +81.0% | -76.7% | -0.4% |
| 3Y | +218.6% | +300.7% | -82.1% | +194.4% |
| 5Y | +421.0% | +223.3% | +197.7% | +378.9% |
| 10Y | +928.3% | -58.8% | +987.1% | +830.8% |
| All | +928.3% | -59.1% | +987.4% | +830.8% |
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