+1,344.7%
EME vs RBA
+206.5%
+1,138.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.8% | +0.5% | +3.1% |
| 7D | +3.5% | +0.1% | +3.4% | +3.5% |
| 30D | -6.3% | -2.9% | -3.4% | -5.6% |
| 3M | -3.8% | -20.9% | +17.2% | +2.5% |
| 6M | +8.5% | -17.7% | +26.2% | +13.7% |
| YTD | +27.8% | -18.2% | +46.0% | +33.4% |
| 1Y | +22.2% | -29.1% | +51.3% | +33.9% |
| 3Y | +253.5% | +29.5% | +223.9% | +207.5% |
| 5Y | +578.6% | +40.2% | +538.4% | +454.1% |
| All | +1,344.7% | +206.5% | +1,138.2% | +697.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling