+1,306.4%
EME vs FIVE
+486.0%
+820.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.7% | +0.3% | -1.7% |
| 7D | +2.7% | +1.7% | +1.1% | +2.3% |
| 30D | -6.8% | +5.0% | -11.8% | -8.2% |
| 3M | -8.8% | +29.5% | -38.3% | -15.0% |
| 6M | +5.0% | +12.4% | -7.4% | +0.7% |
| YTD | +23.5% | +31.2% | -7.7% | +13.8% |
| 1Y | +21.3% | +72.9% | -51.6% | +4.1% |
| 3Y | +241.1% | +53.0% | +188.0% | +181.9% |
| 5Y | +549.2% | +34.2% | +515.0% | +433.7% |
| 10Y | +1,306.4% | +497.6% | +808.8% | +650.4% |
| All | +1,306.4% | +486.0% | +820.4% | +650.4% |
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