+52,033.8%
EME vs ES
+849.7%
+51,184.2%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -8.8% | +0.9% | -9.6% | -9.2% |
| 30D | -18.2% | +5.9% | -24.1% | -20.1% |
| 3M | -20.2% | -1.0% | -19.2% | -20.3% |
| 6M | -29.9% | +7.2% | -37.1% | -32.2% |
| YTD | +5.7% | +7.0% | -1.3% | +2.0% |
| 1Y | -1.5% | +0.5% | -1.9% | -3.2% |
| 3Y | +208.4% | +48.7% | +159.8% | +155.7% |
| 5Y | +401.9% | +1.9% | +400.0% | +372.0% |
| 10Y | +914.2% | +89.2% | +825.1% | +629.5% |
| All | +52,033.8% | +849.7% | +51,184.2% | +24,498.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling