+549.2%
EME vs REPL
-53.9%
+603.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.3% | -2.4% |
| 7D | +2.7% | -9.6% | +12.3% | +2.9% |
| 30D | -6.8% | +5.7% | -12.5% | -6.9% |
| 3M | -8.8% | +56.4% | -65.2% | -10.3% |
| 6M | +5.0% | +67.4% | -62.5% | +1.2% |
| YTD | +23.5% | +48.7% | -25.2% | +19.3% |
| 1Y | +21.3% | +148.3% | -127.0% | +13.9% |
| 3Y | +241.1% | -26.7% | +267.7% | +220.1% |
| 5Y | +549.2% | -54.1% | +603.3% | +552.7% |
| All | +549.2% | -53.9% | +603.0% | +552.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling