-8.8%
EW vs EME
+417.9%
-426.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.6% | +1.2% |
| 7D | +6.5% | +4.3% | +2.2% | +5.7% |
| 30D | +22.5% | -14.4% | +36.9% | +25.1% |
| 3M | +13.0% | -18.3% | +31.3% | +16.0% |
| 6M | +37.1% | -28.3% | +65.5% | +43.6% |
| YTD | +24.1% | +9.2% | +14.9% | +18.9% |
| 1Y | +24.2% | +4.3% | +20.0% | +20.0% |
| 3Y | +64.8% | +218.6% | -153.9% | +11.9% |
| All | -8.8% | +417.9% | -426.7% | -52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling