+273.0%
EMR vs EME
+1,362.1%
-1,089.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.3% | -1.7% | +0.6% |
| 7D | -0.4% | +3.5% | -3.9% | -2.1% |
| 30D | -6.8% | -6.3% | -0.4% | -4.1% |
| 3M | +7.5% | -3.8% | +11.2% | +7.9% |
| 6M | +9.9% | +8.5% | +1.3% | +3.8% |
| YTD | +16.0% | +27.8% | -11.8% | +0.4% |
| 1Y | +12.4% | +22.2% | -9.8% | -2.6% |
| 3Y | +60.2% | +253.5% | -193.2% | -25.1% |
| 5Y | +67.9% | +578.6% | -510.8% | -46.9% |
| All | +273.0% | +1,362.1% | -1,089.1% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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