+447.6%
EME vs S
-51.5%
+499.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.3% | +5.7% | 0.0% |
| 7D | +11.3% | +4.1% | +7.3% | +10.9% |
| 30D | -14.6% | -7.2% | -7.4% | -14.0% |
| 3M | -20.4% | 0.0% | -20.4% | -20.8% |
| 6M | -28.3% | +41.6% | -69.9% | -31.2% |
| YTD | +8.6% | +48.6% | -40.0% | +3.1% |
| 1Y | +3.2% | +30.0% | -26.8% | -0.7% |
| 3Y | +216.8% | +42.2% | +174.6% | +201.8% |
| 5Y | +417.5% | -70.8% | +488.3% | +401.8% |
| All | +447.6% | -51.5% | +499.2% | +447.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling