+1,344.7%
EME vs DD
+66.6%
+1,278.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.4% |
| 7D | +3.5% | -3.5% | +7.0% | +5.3% |
| 30D | -6.3% | -11.7% | +5.3% | -0.6% |
| 3M | -3.8% | -9.2% | +5.5% | +0.7% |
| 6M | +8.5% | -7.2% | +15.7% | +12.1% |
| YTD | +27.8% | +6.6% | +21.2% | +23.1% |
| 1Y | +22.2% | +32.0% | -9.8% | +5.7% |
| 3Y | +253.5% | +42.1% | +211.3% | +185.9% |
| 5Y | +578.6% | +58.1% | +520.6% | +407.3% |
| All | +1,344.7% | +66.6% | +1,278.1% | +808.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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