+549.2%
EME vs S
-71.9%
+621.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | +2.7% | -1.2% | +3.9% | +2.8% |
| 30D | -6.8% | -12.6% | +5.7% | -5.7% |
| 3M | -8.8% | +27.6% | -36.4% | -11.5% |
| 6M | +5.0% | +35.5% | -30.5% | +0.7% |
| YTD | +23.5% | +29.6% | -6.1% | +18.7% |
| 1Y | +21.3% | +8.1% | +13.2% | +18.9% |
| 3Y | +241.1% | +14.8% | +226.3% | +230.2% |
| 5Y | +549.2% | -70.6% | +619.7% | +549.6% |
| All | +549.2% | -71.9% | +621.0% | +549.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling