+2,332.9%
EMR vs EME
+53,473.8%
-51,140.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | +2.8% | +8.4% | -5.5% | 0.0% |
| 30D | +3.7% | -11.5% | +15.1% | +7.6% |
| 3M | +2.0% | -20.6% | +22.7% | +9.6% |
| 6M | +22.1% | -28.5% | +50.6% | +34.7% |
| YTD | +27.2% | +8.0% | +19.2% | +21.3% |
| 1Y | +32.0% | +6.8% | +25.3% | +26.2% |
| 3Y | +103.3% | +213.9% | -110.6% | +29.4% |
| 5Y | +88.2% | +414.8% | -326.6% | +0.3% |
| 10Y | +280.4% | +916.9% | -636.5% | +59.2% |
| All | +2,332.9% | +53,473.8% | -51,140.9% | +480.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling