-15.8%
F vs EME
+358.3%
-374.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.4% |
| 7D | +1.6% | -10.5% | +12.0% | +4.4% |
| 30D | +2.6% | -22.4% | +25.1% | +10.1% |
| 3M | -8.8% | -24.7% | +15.9% | -1.7% |
| 6M | +4.6% | -35.5% | +40.1% | +18.2% |
| YTD | -1.9% | -0.3% | -1.6% | -6.5% |
| 1Y | -0.8% | -6.7% | +6.0% | -3.1% |
| 3Y | +43.5% | +190.6% | -147.2% | -31.6% |
| All | -15.8% | +358.3% | -374.1% | -75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling