+280.5%
F vs EME
+49,337.3%
-49,056.8%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.5% |
| 7D | +1.6% | -10.5% | +12.0% | +5.0% |
| 30D | +2.6% | -22.4% | +25.1% | +11.5% |
| 3M | -8.8% | -24.7% | +15.9% | -0.4% |
| 6M | +4.6% | -35.5% | +40.1% | +18.8% |
| YTD | -1.9% | -0.3% | -1.6% | -5.6% |
| 1Y | -0.8% | -6.7% | +6.0% | -2.3% |
| 3Y | +43.5% | +190.6% | -147.2% | -11.6% |
| 5Y | -12.1% | +367.3% | -379.3% | -54.8% |
| 10Y | +83.6% | +954.5% | -870.8% | -30.7% |
| All | +280.5% | +49,337.3% | -49,056.8% | -13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling