+46.9%
IR vs EME
+419.1%
-372.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.3% | -4.2% | -2.3% |
| 7D | +1.1% | +4.3% | -3.2% | -0.8% |
| 30D | +7.6% | -14.4% | +22.0% | +14.1% |
| 3M | +0.1% | -18.3% | +18.4% | +7.8% |
| 6M | +14.0% | -28.3% | +42.3% | +28.8% |
| YTD | +7.5% | +9.2% | -1.7% | -0.6% |
| 1Y | +10.1% | +4.3% | +5.9% | +3.8% |
| 3Y | +24.9% | +218.6% | -193.8% | -45.6% |
| 5Y | +46.9% | +421.0% | -374.2% | -58.3% |
| All | +46.9% | +419.1% | -372.3% | -58.3% |
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