+53.0%
F vs EME
+549.2%
-496.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.3% | +0.9% |
| 7D | +5.3% | +1.9% | +3.4% | +4.7% |
| 30D | +4.6% | -8.3% | +12.9% | +7.3% |
| 3M | -3.7% | -10.7% | +7.1% | -0.9% |
| 6M | +16.8% | +1.9% | +14.9% | +13.8% |
| YTD | +15.3% | +23.5% | -8.2% | +3.6% |
| 1Y | +31.0% | +18.0% | +13.0% | +18.1% |
| 3Y | +45.4% | +236.1% | -190.7% | -32.2% |
| All | +53.0% | +549.2% | -496.1% | -60.0% |
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