+74.3%
F vs EME
+915.6%
-841.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.3% |
| 7D | +1.0% | -8.8% | +9.7% | +4.1% |
| 30D | +2.1% | -18.2% | +20.3% | +9.9% |
| 3M | -10.3% | -20.2% | +10.0% | -3.0% |
| 6M | +3.3% | -29.9% | +33.2% | +16.3% |
| YTD | -2.0% | +5.7% | -7.7% | -9.7% |
| 1Y | -2.3% | -1.5% | -0.8% | -7.2% |
| 3Y | +49.9% | +208.4% | -158.6% | -28.9% |
| 5Y | -12.5% | +401.9% | -414.3% | -69.4% |
| 10Y | +74.3% | +914.2% | -840.0% | -58.8% |
| All | +74.3% | +915.6% | -841.4% | -58.8% |
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 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