-29.4%
EW vs EME
+544.7%
-574.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.2% |
| 7D | -5.1% | +2.7% | -7.8% | -5.6% |
| 30D | -6.4% | -6.8% | +0.4% | -5.4% |
| 3M | -1.6% | -8.8% | +7.3% | -0.6% |
| 6M | +2.3% | +5.0% | -2.7% | +0.2% |
| YTD | +1.1% | +23.5% | -22.4% | -4.4% |
| 1Y | +8.0% | +21.3% | -13.3% | +1.1% |
| 3Y | +16.3% | +241.1% | -224.7% | -18.6% |
| 5Y | -29.4% | +549.2% | -578.6% | -63.0% |
| All | -29.4% | +544.7% | -574.1% | -63.0% |
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