+5.2%
LOW vs EME
+575.5%
-570.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.2% | -0.8% |
| 7D | -3.7% | +3.5% | -7.2% | -4.5% |
| 30D | -8.9% | -6.3% | -2.5% | -7.8% |
| 3M | -10.4% | -3.8% | -6.7% | -10.3% |
| 6M | -19.4% | +8.5% | -27.9% | -22.0% |
| YTD | -17.1% | +27.8% | -44.9% | -23.3% |
| 1Y | -26.3% | +22.2% | -48.5% | -32.2% |
| 3Y | -9.9% | +253.5% | -263.4% | -48.7% |
| All | +5.2% | +575.5% | -570.3% | -57.2% |
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 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