+4,781.2%
O vs EME
+63,295.5%
-58,514.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.3% | -4.4% | -1.2% |
| 7D | -2.9% | +3.5% | -6.4% | -3.8% |
| 30D | -4.5% | -6.3% | +1.8% | -3.1% |
| 3M | -2.6% | -3.8% | +1.1% | -3.0% |
| 6M | -5.6% | +8.5% | -14.1% | -9.4% |
| YTD | +9.3% | +27.8% | -18.5% | -0.1% |
| 1Y | +4.3% | +22.2% | -17.9% | -4.6% |
| 3Y | +27.4% | +253.5% | -226.0% | -17.7% |
| 5Y | +17.1% | +578.6% | -561.6% | -38.6% |
| 10Y | +53.7% | +1,355.6% | -1,301.8% | -38.1% |
| All | +4,781.2% | +63,295.5% | -58,514.3% | +1,256.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling