+6,105.2%
EME vs EFV
+253.2%
+5,852.1%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -1.5% |
| 7D | +2.7% | -0.5% | +3.2% | +3.3% |
| 30D | -6.8% | 0.0% | -6.8% | -6.9% |
| 3M | -8.8% | +8.4% | -17.3% | -15.8% |
| 6M | +5.0% | +12.3% | -7.4% | -6.5% |
| YTD | +23.5% | +17.4% | +6.1% | +5.0% |
| 1Y | +21.3% | +27.1% | -5.8% | -4.8% |
| 3Y | +241.1% | +90.7% | +150.3% | +74.9% |
| 5Y | +549.2% | +95.6% | +453.5% | +220.7% |
| 10Y | +1,306.4% | +165.3% | +1,141.1% | +416.8% |
| All | +6,105.2% | +253.2% | +5,852.1% | +1,698.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 all: compounded portfolio wealth divided by compounded EFV 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…
all analysis · Full analysis span regression · 6 months rolling