+570.7%
EME vs DD
+56.1%
+514.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.4% |
| 7D | +3.5% | -3.5% | +7.0% | +5.2% |
| 30D | -6.3% | -11.7% | +5.3% | -1.0% |
| 3M | -3.8% | -9.2% | +5.5% | +0.4% |
| 6M | +8.5% | -7.2% | +15.7% | +11.9% |
| YTD | +27.8% | +6.6% | +21.2% | +23.7% |
| 1Y | +22.2% | +32.0% | -9.8% | +7.3% |
| 3Y | +253.5% | +42.1% | +211.3% | +192.4% |
| All | +570.7% | +56.1% | +514.6% | +410.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling