+190.6%
EME vs FIVE
+34.8%
+155.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.3% |
| 7D | -10.5% | -0.3% | -10.2% | -10.5% |
| 30D | -22.4% | +17.7% | -40.1% | -25.0% |
| 3M | -24.7% | +4.0% | -28.7% | -25.6% |
| 6M | -35.5% | +2.6% | -38.1% | -36.4% |
| YTD | -0.3% | +27.6% | -27.9% | -6.1% |
| 1Y | -6.7% | +59.9% | -66.7% | -16.0% |
| 3Y | +190.6% | +35.8% | +154.9% | +123.2% |
| All | +190.6% | +34.8% | +155.8% | +123.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling