+12,471.5%
FIX vs EME
+20,354.4%
-7,882.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +0.9% |
| 7D | +6.0% | +1.9% | +4.1% | +4.8% |
| 30D | -7.2% | -8.3% | +1.0% | -2.0% |
| 3M | -15.9% | -10.7% | -5.1% | -9.0% |
| 6M | +12.7% | +1.9% | +10.8% | +13.8% |
| YTD | +72.8% | +23.5% | +49.3% | +56.5% |
| 1Y | +122.9% | +18.0% | +104.9% | +107.6% |
| 3Y | +774.3% | +236.1% | +538.2% | +387.5% |
| 5Y | +2,049.5% | +527.9% | +1,521.6% | +771.9% |
| 10Y | +5,821.5% | +1,252.8% | +4,568.7% | +1,549.0% |
| All | +12,471.5% | +20,354.4% | -7,882.9% | +1,339.2% |
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