+26.8%
PL vs EME
+408.6%
-381.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +2.2% | +8.2% | +9.0% |
| 7D | -6.8% | -10.5% | +3.6% | -0.1% |
| 30D | -29.3% | -22.4% | -6.9% | -17.2% |
| 3M | -44.8% | -24.7% | -20.1% | -34.3% |
| 6M | -68.4% | -35.5% | -32.9% | -58.9% |
| YTD | -36.4% | -0.3% | -36.0% | -37.4% |
| 1Y | +0.7% | -6.7% | +7.5% | +4.0% |
| 3Y | +455.3% | +190.6% | +264.7% | +185.3% |
| 5Y | +22.7% | +367.3% | -344.6% | -53.8% |
| All | +26.8% | +408.6% | -381.8% | -52.4% |
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