+365.6%
NDAQ vs EME
+1,301.6%
-935.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.6% | -2.2% |
| 7D | -6.8% | +0.9% | -7.7% | -7.0% |
| 30D | -3.2% | -8.4% | +5.2% | -1.4% |
| 3M | +6.5% | -3.6% | +10.1% | +6.2% |
| 6M | +5.7% | +3.6% | +2.2% | +2.9% |
| YTD | -4.6% | +22.5% | -27.1% | -11.9% |
| 1Y | -1.6% | +18.2% | -19.8% | -9.3% |
| 3Y | +86.4% | +238.4% | -151.9% | +22.0% |
| 5Y | +50.3% | +550.5% | -500.2% | -21.0% |
| All | +365.6% | +1,301.6% | -935.9% | +92.5% |
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