+1,690.1%
EXC vs EME
+53,750.9%
-52,060.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | -1.9% | +11.3% | -13.3% | -3.8% |
| 30D | +7.8% | -14.6% | +22.3% | +10.3% |
| 3M | +1.9% | -20.4% | +22.3% | +5.3% |
| 6M | +3.4% | -28.3% | +31.6% | +8.0% |
| YTD | +7.6% | +8.6% | -1.0% | +3.6% |
| 1Y | +2.1% | +3.2% | -1.1% | -0.9% |
| 3Y | +29.6% | +216.8% | -187.2% | -2.4% |
| 5Y | +39.5% | +417.5% | -378.0% | -5.9% |
| 10Y | +200.2% | +922.2% | -722.0% | +72.2% |
| All | +1,690.1% | +53,750.9% | -52,060.8% | +621.8% |
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