+899.2%
EME vs REPL
-9.7%
+908.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.3% | -2.4% |
| 7D | +2.7% | -9.6% | +12.3% | +3.1% |
| 30D | -6.8% | +5.7% | -12.5% | -7.1% |
| 3M | -8.8% | +56.4% | -65.2% | -11.9% |
| 6M | +5.0% | +67.4% | -62.5% | -2.6% |
| YTD | +23.5% | +48.7% | -25.2% | +14.9% |
| 1Y | +21.3% | +148.3% | -127.0% | +7.0% |
| 3Y | +241.1% | -26.7% | +267.7% | +191.4% |
| 5Y | +549.2% | -54.1% | +603.3% | +464.5% |
| All | +899.2% | -9.7% | +908.9% | +597.5% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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