+556.6%
EME vs ES
-2.9%
+559.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.4% |
| 7D | +5.2% | +1.4% | +3.8% | +5.0% |
| 30D | -5.4% | -1.2% | -4.2% | -5.2% |
| 3M | -6.1% | +5.0% | -11.1% | -7.0% |
| 6M | +9.7% | -2.8% | +12.5% | +9.8% |
| YTD | +26.6% | +8.6% | +18.0% | +24.5% |
| 1Y | +24.6% | +18.9% | +5.7% | +20.8% |
| 3Y | +249.6% | +32.1% | +217.4% | +227.2% |
| 5Y | +556.6% | -5.1% | +561.6% | +578.5% |
| All | +556.6% | -2.9% | +559.4% | +578.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling