+45.2%
PL vs EME
+445.7%
-400.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +7.3% | +7.2% | +9.9% |
| 7D | +10.9% | -4.4% | +15.3% | +14.5% |
| 30D | -16.4% | -17.3% | +0.9% | -5.6% |
| 3M | -39.9% | -20.0% | -19.9% | -31.1% |
| 6M | -63.2% | -29.1% | -34.1% | -54.8% |
| YTD | -27.1% | +6.9% | -34.1% | -31.2% |
| 1Y | +12.2% | +0.8% | +11.4% | +10.7% |
| 3Y | +584.3% | +214.4% | +369.9% | +236.0% |
| 5Y | +37.0% | +404.2% | -367.2% | -50.5% |
| All | +45.2% | +445.7% | -400.6% | -47.6% |
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