+5,993.3%
FIX vs EME
+1,278.1%
+4,715.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.5% | -0.2% | 0.0% |
| 7D | +6.1% | +5.2% | +0.9% | +1.2% |
| 30D | -2.7% | -5.4% | +2.7% | +2.7% |
| 3M | -10.9% | -6.1% | -4.8% | -5.1% |
| 6M | +29.0% | +9.7% | +19.3% | +20.4% |
| YTD | +76.9% | +26.6% | +50.3% | +45.5% |
| 1Y | +130.7% | +24.6% | +106.1% | +90.6% |
| 3Y | +790.7% | +249.6% | +541.1% | +232.3% |
| 5Y | +2,185.6% | +556.6% | +1,629.0% | +418.1% |
| 10Y | +5,993.3% | +1,286.6% | +4,706.7% | +714.1% |
| All | +5,993.3% | +1,278.1% | +4,715.2% | +714.1% |
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 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