+1,306.4%
EME vs ES
+83.1%
+1,223.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -1.0% | -2.1% |
| 7D | +2.7% | 0.0% | +2.7% | +2.7% |
| 30D | -6.8% | -1.0% | -5.8% | -6.6% |
| 3M | -8.8% | +1.5% | -10.3% | -9.4% |
| 6M | +5.0% | -3.5% | +8.5% | +5.4% |
| YTD | +23.5% | +7.0% | +16.5% | +20.7% |
| 1Y | +21.3% | +15.3% | +6.0% | +16.1% |
| 3Y | +241.1% | +30.2% | +210.9% | +208.8% |
| 5Y | +549.2% | -4.3% | +553.4% | +543.9% |
| 10Y | +1,306.4% | +87.5% | +1,218.9% | +1,315.5% |
| All | +1,306.4% | +83.1% | +1,223.3% | +1,315.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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