+882.5%
EME vs FIVE
+505.3%
+377.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.2% |
| 7D | +11.3% | +2.4% | +8.9% | +10.7% |
| 30D | -14.6% | +15.8% | -30.4% | -17.9% |
| 3M | -20.4% | +3.8% | -24.2% | -21.6% |
| 6M | -28.3% | +18.5% | -46.8% | -32.2% |
| YTD | +8.6% | +31.2% | -22.7% | -0.3% |
| 1Y | +3.2% | +61.8% | -58.6% | -10.2% |
| 3Y | +216.8% | +39.9% | +176.9% | +168.1% |
| 5Y | +417.5% | +18.3% | +399.2% | +340.8% |
| All | +882.5% | +505.3% | +377.2% | +420.1% |
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