+67.3%
F vs EME
+905.2%
-837.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | -3.1% | +8.4% | -11.5% | -6.3% |
| 30D | 0.0% | -11.5% | +11.5% | +4.3% |
| 3M | -13.2% | -20.6% | +7.4% | -5.9% |
| 6M | -10.2% | -28.5% | +18.3% | +0.3% |
| YTD | -4.9% | +8.0% | -12.9% | -13.3% |
| 1Y | -6.1% | +6.8% | -12.8% | -14.0% |
| 3Y | +46.0% | +213.9% | -167.9% | -31.4% |
| 5Y | -15.7% | +414.8% | -430.5% | -71.0% |
| All | +67.3% | +905.2% | -837.8% | -60.5% |
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 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