+37.3%
IR vs EME
+544.7%
-507.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -1.0% |
| 7D | -1.9% | +2.7% | -4.6% | -3.0% |
| 30D | -15.0% | -6.8% | -8.2% | -12.7% |
| 3M | -0.4% | -8.8% | +8.4% | +2.2% |
| 6M | -15.0% | +5.0% | -20.0% | -18.4% |
| YTD | -7.1% | +23.5% | -30.5% | -17.7% |
| 1Y | -7.5% | +21.3% | -28.8% | -19.5% |
| 3Y | +6.3% | +241.1% | -234.8% | -53.0% |
| 5Y | +37.3% | +549.2% | -511.8% | -63.0% |
| All | +37.3% | +544.7% | -507.4% | -63.0% |
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