+1,344.7%
EME vs RRX
+228.4%
+1,116.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.7% | +0.6% | +2.5% |
| 7D | +3.5% | -0.3% | +3.9% | +3.7% |
| 30D | -6.3% | -6.1% | -0.2% | -3.4% |
| 3M | -3.8% | -23.1% | +19.3% | +8.2% |
| 6M | +8.5% | -19.5% | +28.0% | +17.9% |
| YTD | +27.8% | +16.1% | +11.7% | +14.7% |
| 1Y | +22.2% | +12.9% | +9.3% | +10.6% |
| 3Y | +253.5% | +7.9% | +245.5% | +207.3% |
| 5Y | +578.6% | +19.1% | +559.5% | +430.1% |
| All | +1,344.7% | +228.4% | +1,116.3% | +536.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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