+7,843.3%
FIX vs EME
+16,411.3%
-8,567.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.2% | +3.2% | +4.1% |
| 7D | -17.5% | -10.5% | -7.0% | -10.9% |
| 30D | -41.6% | -22.4% | -19.2% | -30.8% |
| 3M | -40.6% | -24.7% | -15.9% | -28.0% |
| 6M | -49.4% | -35.5% | -13.9% | -32.2% |
| YTD | +9.2% | -0.3% | +9.5% | +14.6% |
| 1Y | +6.5% | -6.7% | +13.2% | +16.7% |
| 3Y | +448.7% | +190.6% | +258.1% | +242.4% |
| 5Y | +948.7% | +367.3% | +581.5% | +413.8% |
| 10Y | +3,659.7% | +954.5% | +2,705.3% | +1,134.5% |
| All | +7,843.3% | +16,411.3% | -8,567.9% | +953.9% |
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 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