+84.1%
F vs EME
+1,266.0%
-1,181.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.4% | -1.5% | -2.9% |
| 7D | -4.9% | +2.7% | -7.6% | -6.0% |
| 30D | -2.9% | -6.8% | +3.9% | -0.3% |
| 3M | -9.1% | -8.8% | -0.2% | -7.2% |
| 6M | +12.9% | +5.0% | +7.9% | +7.4% |
| YTD | +6.1% | +23.5% | -17.4% | -7.1% |
| 1Y | +22.5% | +21.3% | +1.2% | +6.4% |
| 3Y | +32.1% | +241.1% | -209.0% | -38.4% |
| 5Y | +43.7% | +549.2% | -505.4% | -54.3% |
| 10Y | +84.1% | +1,306.4% | -1,222.3% | -59.7% |
| All | +84.1% | +1,266.0% | -1,181.8% | -59.7% |
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