+696.9%
P vs EME
+1,266.0%
-569.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.4% | -1.6% | -2.5% |
| 7D | +5.0% | +2.7% | +2.3% | +3.3% |
| 30D | -0.9% | -6.8% | +5.9% | +3.4% |
| 3M | +38.7% | -8.8% | +47.5% | +46.1% |
| 6M | +54.4% | +5.0% | +49.4% | +48.7% |
| YTD | +44.8% | +23.5% | +21.4% | +27.4% |
| 1Y | +22.5% | +21.3% | +1.2% | +7.0% |
| 3Y | +148.2% | +241.1% | -92.8% | +17.7% |
| 5Y | +268.9% | +549.2% | -280.2% | +17.4% |
| 10Y | +696.9% | +1,306.4% | -609.5% | +67.5% |
| All | +696.9% | +1,266.0% | -569.1% | +67.5% |
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