+401.9%
EME vs CAPR
+151.3%
+250.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -9.9% | +8.8% | -1.1% |
| 7D | -8.8% | +7.6% | -16.4% | -8.8% |
| 30D | -18.2% | +13.3% | -31.5% | -18.3% |
| 3M | -20.2% | +130.4% | -150.6% | -20.9% |
| 6M | -29.9% | -70.8% | +40.9% | -29.4% |
| YTD | +5.7% | -69.3% | +75.0% | +6.3% |
| 1Y | -1.5% | +59.5% | -61.0% | -5.2% |
| 3Y | +208.4% | +216.8% | -8.3% | +173.5% |
| 5Y | +401.9% | +152.7% | +249.2% | +351.6% |
| All | +401.9% | +151.3% | +250.6% | +351.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling