+6,206.9%
EW vs EME
+16,468.7%
-10,261.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.5% | -6.1% | -4.1% |
| 7D | -4.4% | +5.2% | -9.6% | -5.4% |
| 30D | -3.3% | -5.4% | +2.0% | -2.4% |
| 3M | +1.0% | -6.1% | +7.1% | +1.4% |
| 6M | +6.2% | +9.7% | -3.4% | +2.9% |
| YTD | +1.7% | +26.6% | -24.9% | -4.8% |
| 1Y | +8.1% | +24.6% | -16.5% | +0.6% |
| 3Y | +17.1% | +249.6% | -232.5% | -15.2% |
| 5Y | -29.4% | +556.6% | -585.9% | -56.0% |
| 10Y | +121.7% | +1,286.6% | -1,164.9% | +14.0% |
| All | +6,206.9% | +16,468.7% | -10,261.7% | +2,464.6% |
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