+773.9%
EME vs REPL
+36.8%
+737.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | +8.4% | +1.2% | +7.1% | +8.3% |
| 30D | -11.5% | +92.2% | -103.7% | -13.7% |
| 3M | -20.6% | +44.1% | -64.7% | -21.9% |
| 6M | -28.5% | +313.0% | -341.5% | -34.3% |
| YTD | +8.0% | +125.2% | -117.2% | -1.2% |
| 1Y | +6.8% | +143.8% | -137.0% | -2.8% |
| 3Y | +213.9% | +104.2% | +109.7% | +147.9% |
| 5Y | +414.8% | -34.5% | +449.3% | +343.3% |
| All | +773.9% | +36.8% | +737.1% | +499.6% |
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