+3,604.4%
FIX vs EME
+910.4%
+2,694.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.2% |
| 7D | +17.0% | +11.3% | +5.7% | +5.9% |
| 30D | -30.6% | -14.6% | -16.0% | -17.9% |
| 3M | -35.0% | -20.4% | -14.6% | -17.5% |
| 6M | -44.0% | -28.3% | -15.7% | -21.4% |
| YTD | +21.1% | +8.6% | +12.6% | +17.5% |
| 1Y | +16.3% | +3.2% | +13.0% | +18.7% |
| 3Y | +507.4% | +216.8% | +290.6% | +155.0% |
| 5Y | +1,052.1% | +417.5% | +634.6% | +225.7% |
| All | +3,604.4% | +910.4% | +2,694.0% | +532.5% |
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