+2,380.7%
EME vs FIVE
+873.2%
+1,507.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.1% | -1.1% |
| 7D | -8.8% | +7.3% | -16.1% | -10.3% |
| 30D | -18.2% | +18.1% | -36.3% | -21.4% |
| 3M | -20.2% | +7.7% | -27.9% | -21.9% |
| 6M | -29.9% | +13.6% | -43.5% | -32.7% |
| YTD | +5.7% | +34.6% | -28.9% | -2.5% |
| 1Y | -1.5% | +66.2% | -67.7% | -13.4% |
| 3Y | +208.4% | +43.5% | +165.0% | +164.2% |
| 5Y | +401.9% | +20.7% | +381.2% | +332.5% |
| 10Y | +914.2% | +541.5% | +372.8% | +510.7% |
| All | +2,380.7% | +873.2% | +1,507.6% | +1,324.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling