+1,612.0%
EXC vs EME
+61,143.5%
-59,531.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.4% |
| 7D | +0.3% | +1.9% | -1.6% | 0.0% |
| 30D | -3.7% | -8.3% | +4.5% | -2.4% |
| 3M | -1.3% | -10.7% | +9.5% | -0.2% |
| 6M | -9.7% | +1.9% | -11.6% | -11.2% |
| YTD | +2.9% | +23.5% | -20.6% | -2.6% |
| 1Y | +4.4% | +18.0% | -13.6% | -1.1% |
| 3Y | +22.2% | +236.1% | -213.9% | -8.4% |
| 5Y | +46.7% | +527.9% | -481.2% | -4.1% |
| 10Y | +155.3% | +1,252.8% | -1,097.4% | +39.9% |
| All | +1,612.0% | +61,143.5% | -59,531.5% | +578.5% |
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