+948.1%
FIX vs EME
+358.3%
+589.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.2% | +3.2% | +3.0% |
| 7D | -17.5% | -10.5% | -7.0% | -5.7% |
| 30D | -41.6% | -22.4% | -19.2% | -21.5% |
| 3M | -40.6% | -24.7% | -15.9% | -17.2% |
| 6M | -49.4% | -35.5% | -13.9% | -16.4% |
| YTD | +9.2% | -0.3% | +9.5% | +13.5% |
| 1Y | +6.5% | -6.7% | +13.2% | +19.5% |
| 3Y | +448.7% | +190.6% | +258.1% | +109.9% |
| All | +948.1% | +358.3% | +589.8% | +142.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling