+282.9%
F vs EME
+52,948.1%
-52,665.2%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.3% | -6.7% | -1.9% |
| 7D | -0.6% | -4.4% | +3.7% | +0.3% |
| 30D | +2.9% | -17.3% | +20.1% | +9.1% |
| 3M | -9.5% | -20.0% | +10.6% | -3.3% |
| 6M | +4.0% | -29.1% | +33.1% | +14.2% |
| YTD | -1.3% | +6.9% | -8.2% | -7.4% |
| 1Y | -1.9% | +0.8% | -2.7% | -6.1% |
| 3Y | +53.5% | +214.4% | -160.9% | -8.1% |
| 5Y | -15.1% | +404.2% | -419.3% | -57.5% |
| 10Y | +81.0% | +941.9% | -861.0% | -31.6% |
| All | +282.9% | +52,948.1% | -52,665.2% | -14.8% |
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 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