+336.0%
IR vs EME
+959.1%
-623.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | 0.0% |
| 7D | +2.5% | +8.4% | -5.8% | -1.7% |
| 30D | +9.2% | -11.5% | +20.7% | +15.5% |
| 3M | +0.9% | -20.6% | +21.6% | +12.2% |
| 6M | +19.2% | -28.5% | +47.7% | +37.6% |
| YTD | +7.5% | +8.0% | -0.5% | -2.0% |
| 1Y | +11.7% | +6.8% | +5.0% | +2.3% |
| 3Y | +23.9% | +213.9% | -190.0% | -47.1% |
| 5Y | +46.4% | +414.8% | -368.4% | -55.6% |
| All | +336.0% | +959.1% | -623.2% | -19.5% |
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