+192.7%
EXC vs EME
+910.4%
-717.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | -1.9% | +11.3% | -13.3% | -3.5% |
| 30D | +7.8% | -14.6% | +22.3% | +10.0% |
| 3M | +1.9% | -20.4% | +22.3% | +4.9% |
| 6M | +3.4% | -28.3% | +31.6% | +7.8% |
| YTD | +7.6% | +8.6% | -1.0% | +3.3% |
| 1Y | +2.1% | +3.2% | -1.1% | -1.1% |
| 3Y | +29.6% | +216.8% | -187.2% | -9.9% |
| 5Y | +39.5% | +417.5% | -378.0% | -18.2% |
| All | +192.7% | +910.4% | -717.7% | +39.7% |
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