+1,284.9%
EME vs M
-10.0%
+1,294.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.7% | +3.9% | +0.1% |
| 7D | +0.9% | -8.8% | +9.7% | +2.8% |
| 30D | -8.4% | -16.4% | +8.0% | -5.1% |
| 3M | -3.6% | -10.8% | +7.2% | -1.7% |
| 6M | +3.6% | +16.1% | -12.6% | -0.1% |
| YTD | +22.5% | -5.3% | +27.8% | +22.6% |
| 1Y | +18.2% | +24.9% | -6.7% | +11.4% |
| 3Y | +238.4% | +97.5% | +140.8% | +175.9% |
| 5Y | +550.5% | +20.4% | +530.1% | +450.7% |
| All | +1,284.9% | -10.0% | +1,294.8% | +935.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded M 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling