+2,126.6%
EMR vs EME
+61,143.5%
-59,016.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.1% |
| 7D | -1.5% | +1.9% | -3.4% | -2.1% |
| 30D | -5.6% | -8.3% | +2.7% | -2.9% |
| 3M | +7.9% | -10.7% | +18.7% | +11.2% |
| 6M | +6.0% | +1.9% | +4.1% | +4.2% |
| YTD | +16.4% | +23.5% | -7.0% | +6.7% |
| 1Y | +16.6% | +18.0% | -1.3% | +7.3% |
| 3Y | +62.9% | +236.1% | -173.2% | +1.8% |
| 5Y | +60.1% | +527.9% | -467.8% | -19.9% |
| 10Y | +268.7% | +1,252.8% | -984.0% | +41.7% |
| All | +2,126.6% | +61,143.5% | -59,016.9% | +410.8% |
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