+556.6%
EME vs M
+24.8%
+531.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.6% | +5.1% | +3.0% |
| 7D | +5.2% | +2.4% | +2.8% | +4.7% |
| 30D | -5.4% | -11.6% | +6.3% | -3.4% |
| 3M | -6.1% | +1.6% | -7.7% | -6.6% |
| 6M | +9.7% | +25.2% | -15.6% | +5.1% |
| YTD | +26.6% | +3.8% | +22.8% | +24.7% |
| 1Y | +24.6% | +36.3% | -11.7% | +16.9% |
| 3Y | +249.6% | +116.3% | +133.2% | +188.7% |
| 5Y | +556.6% | +28.2% | +528.4% | +458.8% |
| All | +556.6% | +24.8% | +531.7% | +458.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling