+50.7%
O vs EME
+1,362.1%
-1,311.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.3% | -4.4% | -0.9% |
| 7D | -2.9% | +3.5% | -6.4% | -3.5% |
| 30D | -4.5% | -6.3% | +1.8% | -3.4% |
| 3M | -2.6% | -3.8% | +1.1% | -2.7% |
| 6M | -5.6% | +8.5% | -14.1% | -8.6% |
| YTD | +9.3% | +27.8% | -18.5% | +1.6% |
| 1Y | +4.3% | +22.2% | -17.9% | -3.1% |
| 3Y | +27.4% | +253.5% | -226.0% | -17.6% |
| 5Y | +17.1% | +578.6% | -561.6% | -40.9% |
| All | +50.7% | +1,362.1% | -1,311.4% | -38.4% |
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