+155.8%
EXC vs EME
+1,362.1%
-1,206.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.3% | -4.9% | -1.2% |
| 7D | -1.1% | +3.5% | -4.6% | -1.6% |
| 30D | -3.6% | -6.3% | +2.7% | -2.8% |
| 3M | -4.3% | -3.8% | -0.5% | -4.3% |
| 6M | -9.9% | +8.5% | -18.5% | -12.3% |
| YTD | +1.8% | +27.8% | -26.0% | -4.2% |
| 1Y | +2.9% | +22.2% | -19.4% | -3.2% |
| 3Y | +19.1% | +253.5% | -234.4% | -17.2% |
| 5Y | +44.8% | +578.6% | -533.8% | -18.7% |
| All | +155.8% | +1,362.1% | -1,206.3% | +17.7% |
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