+549.2%
EME vs RBA
+39.8%
+509.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.8% | -2.3% |
| 7D | +2.7% | -1.9% | +4.6% | +3.2% |
| 30D | -6.8% | -13.0% | +6.2% | -3.9% |
| 3M | -8.8% | -23.1% | +14.3% | -4.0% |
| 6M | +5.0% | -22.6% | +27.6% | +10.1% |
| YTD | +23.5% | -20.4% | +43.9% | +27.9% |
| 1Y | +21.3% | -29.6% | +50.9% | +29.9% |
| 3Y | +241.1% | +26.6% | +214.5% | +209.5% |
| 5Y | +549.2% | +38.2% | +511.0% | +480.5% |
| All | +549.2% | +39.8% | +509.4% | +480.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling