+914.2%
EME vs FIVE
+562.8%
+351.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.1% | -1.1% |
| 7D | -8.8% | +7.3% | -16.1% | -10.5% |
| 30D | -18.2% | +18.1% | -36.3% | -21.7% |
| 3M | -20.2% | +7.7% | -27.9% | -22.1% |
| 6M | -29.9% | +13.6% | -43.5% | -33.0% |
| YTD | +5.7% | +34.6% | -28.9% | -3.5% |
| 1Y | -1.5% | +66.2% | -67.7% | -14.9% |
| 3Y | +208.4% | +43.5% | +165.0% | +159.4% |
| 5Y | +401.9% | +20.7% | +381.2% | +325.4% |
| 10Y | +914.2% | +541.5% | +372.8% | +427.3% |
| All | +914.2% | +562.8% | +351.5% | +427.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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