+401.9%
EME vs REPL
-29.4%
+431.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.6% | -5.7% | -1.2% |
| 7D | -8.8% | +12.7% | -21.5% | -9.0% |
| 30D | -18.2% | +73.5% | -91.7% | -19.1% |
| 3M | -20.2% | +70.3% | -90.5% | -21.1% |
| 6M | -29.9% | +472.0% | -501.9% | -33.1% |
| YTD | +5.7% | +139.5% | -133.8% | +1.3% |
| 1Y | -1.5% | +167.3% | -168.7% | -5.9% |
| 3Y | +208.4% | +109.5% | +98.9% | +172.8% |
| 5Y | +401.9% | -29.9% | +431.8% | +416.3% |
| All | +401.9% | -29.4% | +431.3% | +416.3% |
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