+518.0%
EME vs S
-56.9%
+574.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.0% |
| 7D | +0.9% | +0.1% | +0.9% | +0.9% |
| 30D | -8.4% | -11.8% | +3.4% | -7.4% |
| 3M | -3.6% | +33.9% | -37.5% | -6.7% |
| 6M | +3.6% | +40.1% | -36.5% | -0.7% |
| YTD | +22.5% | +32.1% | -9.6% | +17.9% |
| 1Y | +18.2% | +11.0% | +7.2% | +15.7% |
| 3Y | +238.4% | +16.9% | +221.4% | +228.2% |
| 5Y | +550.5% | -68.9% | +619.5% | +540.7% |
| All | +518.0% | -56.9% | +574.9% | +526.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded S 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling