+60,787.5%
EME vs M
+383.3%
+60,404.2%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.8% | +1.0% |
| 7D | +1.9% | +4.7% | -2.8% | +0.6% |
| 30D | -8.3% | -9.6% | +1.4% | -5.7% |
| 3M | -10.7% | +0.9% | -11.6% | -11.4% |
| 6M | +1.9% | +22.3% | -20.4% | -4.5% |
| YTD | +23.5% | +6.5% | +16.9% | +19.5% |
| 1Y | +18.0% | +38.8% | -20.8% | +5.4% |
| 3Y | +236.1% | +115.9% | +120.2% | +146.3% |
| 5Y | +527.9% | +28.6% | +499.2% | +383.9% |
| 10Y | +1,252.8% | -2.5% | +1,255.3% | +808.1% |
| All | +60,787.5% | +383.3% | +60,404.2% | +14,810.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling