+2,797.3%
EME vs FIVE
+868.1%
+1,929.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.1% | -3.4% | +0.6% |
| 7D | +1.9% | +4.3% | -2.4% | +0.9% |
| 30D | -8.3% | +12.5% | -20.8% | -10.9% |
| 3M | -10.7% | +31.2% | -42.0% | -16.4% |
| 6M | +1.9% | +14.4% | -12.5% | -2.2% |
| YTD | +23.5% | +33.9% | -10.4% | +14.4% |
| 1Y | +18.0% | +65.1% | -47.1% | +4.1% |
| 3Y | +236.1% | +49.0% | +187.1% | +185.7% |
| 5Y | +527.9% | +30.3% | +497.6% | +432.2% |
| 10Y | +1,252.8% | +481.1% | +771.7% | +727.0% |
| All | +2,797.3% | +868.1% | +1,929.1% | +1,570.4% |
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 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