+274.5%
IR vs EME
+1,101.4%
-826.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.3% |
| 7D | -3.1% | +0.9% | -4.0% | -3.6% |
| 30D | -14.0% | -8.4% | -5.6% | -10.3% |
| 3M | +3.7% | -3.6% | +7.3% | +3.4% |
| 6M | -15.4% | +3.6% | -18.9% | -19.2% |
| YTD | -7.7% | +22.5% | -30.2% | -20.3% |
| 1Y | -8.8% | +18.2% | -27.0% | -21.8% |
| 3Y | +5.6% | +238.4% | -232.8% | -55.9% |
| 5Y | +34.3% | +550.5% | -516.2% | -64.1% |
| All | +274.5% | +1,101.4% | -826.9% | -34.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling