+291.1%
P vs EME
+565.5%
-274.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.5% | -0.9% | 0.0% |
| 7D | +7.8% | +5.2% | +2.7% | +4.4% |
| 30D | +12.3% | -5.4% | +17.7% | +16.2% |
| 3M | +37.1% | -6.1% | +43.2% | +42.0% |
| 6M | +66.1% | +9.7% | +56.4% | +55.1% |
| YTD | +50.9% | +26.6% | +24.4% | +29.8% |
| 1Y | +27.2% | +24.6% | +2.6% | +7.9% |
| 3Y | +158.7% | +249.6% | -90.9% | +20.6% |
| 5Y | +291.1% | +556.6% | -265.4% | +19.3% |
| All | +291.1% | +565.5% | -274.4% | +19.3% |
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 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