+877.5%
EME vs CAPR
-65.7%
+943.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.9% | +6.4% | -0.4% |
| 7D | +8.4% | +5.9% | +2.5% | +8.3% |
| 30D | -11.5% | +44.6% | -56.1% | -11.9% |
| 3M | -20.6% | +126.4% | -147.0% | -21.6% |
| 6M | -28.5% | -68.6% | +40.1% | -28.1% |
| YTD | +8.0% | -67.0% | +75.0% | +8.4% |
| 1Y | +6.8% | +65.2% | -58.4% | +2.1% |
| 3Y | +213.9% | +235.6% | -21.7% | +191.0% |
| 5Y | +414.8% | +175.4% | +239.4% | +374.6% |
| All | +877.5% | -65.7% | +943.2% | +786.1% |
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