+550.5%
EME vs RUN
-81.3%
+631.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.6% |
| 7D | +0.9% | -3.4% | +4.3% | +1.3% |
| 30D | -8.4% | -14.0% | +5.6% | -7.2% |
| 3M | -3.6% | -27.5% | +23.9% | -1.1% |
| 6M | +3.6% | -29.0% | +32.5% | +6.1% |
| YTD | +22.5% | -53.1% | +75.6% | +28.3% |
| 1Y | +18.2% | -46.7% | +64.9% | +22.3% |
| 3Y | +238.4% | -38.3% | +276.7% | +214.7% |
| 5Y | +550.5% | -80.7% | +631.2% | +543.1% |
| All | +550.5% | -81.3% | +631.8% | +543.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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