+124.0%
EW vs EME
+1,301.6%
-1,177.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.9% |
| 7D | -3.4% | +0.9% | -4.3% | -3.6% |
| 30D | -7.4% | -8.4% | +1.0% | -5.7% |
| 3M | +0.9% | -3.6% | +4.5% | +0.7% |
| 6M | +1.2% | +3.6% | -2.4% | -1.3% |
| YTD | +1.8% | +22.5% | -20.7% | -5.2% |
| 1Y | +10.8% | +18.2% | -7.3% | +2.8% |
| 3Y | +17.1% | +238.4% | -221.2% | -22.5% |
| 5Y | -28.2% | +550.5% | -578.7% | -62.3% |
| All | +124.0% | +1,301.6% | -1,177.6% | -10.9% |
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