+3,644.4%
FIX vs EME
+915.6%
+2,728.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.5% | +0.4% |
| 7D | -13.9% | -8.8% | -5.2% | -5.0% |
| 30D | -35.5% | -18.2% | -17.3% | -20.6% |
| 3M | -33.9% | -20.2% | -13.7% | -16.3% |
| 6M | -43.3% | -29.9% | -13.4% | -18.8% |
| YTD | +18.7% | +5.7% | +12.9% | +17.9% |
| 1Y | +13.8% | -1.5% | +15.2% | +21.2% |
| 3Y | +495.0% | +208.4% | +286.5% | +156.4% |
| 5Y | +1,049.0% | +401.9% | +647.2% | +234.6% |
| 10Y | +3,644.4% | +914.2% | +2,730.2% | +529.9% |
| All | +3,644.4% | +915.6% | +2,728.8% | +529.9% |
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