+488.5%
NDAQ vs EME
+905.2%
-416.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | +1.3% | +8.4% | -7.1% | -0.5% |
| 30D | +18.0% | -11.5% | +29.4% | +20.6% |
| 3M | +11.5% | -20.6% | +32.2% | +16.5% |
| 6M | +21.1% | -28.5% | +49.6% | +28.6% |
| YTD | +12.8% | +8.0% | +4.8% | +6.4% |
| 1Y | +25.7% | +6.8% | +18.9% | +18.8% |
| 3Y | +116.8% | +213.9% | -97.1% | +41.9% |
| 5Y | +67.3% | +414.8% | -347.6% | -8.0% |
| All | +488.5% | +905.2% | -416.7% | +153.5% |
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