+522.8%
EME vs S
-56.8%
+579.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.7% |
| 7D | +1.9% | -7.7% | +9.6% | +2.6% |
| 30D | -8.3% | -5.3% | -2.9% | -7.9% |
| 3M | -10.7% | +20.3% | -31.0% | -12.7% |
| 6M | +1.9% | +47.4% | -45.5% | -2.8% |
| YTD | +23.5% | +32.5% | -9.1% | +18.8% |
| 1Y | +18.0% | +9.5% | +8.4% | +15.6% |
| 3Y | +236.1% | +15.5% | +220.6% | +226.2% |
| 5Y | +527.9% | -71.2% | +599.1% | +516.4% |
| All | +522.8% | -56.8% | +579.6% | +531.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling