+1,587.8%
EME vs RUN
-29.4%
+1,617.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.7% | -1.2% | +2.1% |
| 7D | +5.2% | +10.2% | -5.0% | +4.1% |
| 30D | -5.4% | -9.6% | +4.3% | -4.5% |
| 3M | -6.1% | -31.5% | +25.4% | -2.9% |
| 6M | +9.7% | -18.7% | +28.4% | +11.2% |
| YTD | +26.6% | -49.9% | +76.5% | +32.7% |
| 1Y | +24.6% | -45.5% | +70.1% | +29.1% |
| 3Y | +249.6% | -34.1% | +283.7% | +218.3% |
| 5Y | +556.6% | -79.4% | +636.0% | +538.9% |
| 10Y | +1,286.6% | +48.9% | +1,237.7% | +931.2% |
| All | +1,587.8% | -29.4% | +1,617.2% | +1,156.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling