+15.3%
O vs EME
+544.7%
-529.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -1.4% |
| 7D | -2.3% | +2.7% | -5.0% | -2.4% |
| 30D | -2.4% | -6.8% | +4.4% | -2.1% |
| 3M | -0.6% | -8.8% | +8.2% | -0.2% |
| 6M | -5.0% | +5.0% | -10.0% | -5.7% |
| YTD | +10.4% | +23.5% | -13.1% | +7.9% |
| 1Y | +6.6% | +21.3% | -14.7% | +3.9% |
| 3Y | +28.4% | +241.1% | -212.7% | +0.2% |
| 5Y | +15.3% | +549.2% | -533.9% | -27.2% |
| All | +15.3% | +544.7% | -529.5% | -27.2% |
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