+67.5%
NDAQ vs EME
+414.8%
-347.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | +1.7% | +11.3% | -9.6% | 0.0% |
| 30D | +16.2% | -14.6% | +30.8% | +18.8% |
| 3M | +14.0% | -20.4% | +34.4% | +17.6% |
| 6M | +22.3% | -28.3% | +50.5% | +28.2% |
| YTD | +13.0% | +8.6% | +4.4% | +6.8% |
| 1Y | +24.0% | +3.2% | +20.8% | +18.6% |
| 3Y | +117.1% | +216.8% | -99.7% | +38.1% |
| 5Y | +67.5% | +417.5% | -349.9% | -17.7% |
| All | +67.5% | +414.8% | -347.3% | -17.7% |
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