+79.9%
PL vs EME
+545.9%
-466.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.5% | -4.2% | -3.2% |
| 7D | -7.5% | +5.2% | -12.7% | -10.4% |
| 30D | -25.6% | -5.4% | -20.2% | -23.2% |
| 3M | -45.6% | -6.1% | -39.5% | -44.2% |
| 6M | -29.5% | +9.7% | -39.2% | -34.2% |
| YTD | -9.7% | +26.6% | -36.3% | -23.3% |
| 1Y | +84.4% | +24.6% | +59.7% | +56.1% |
| 3Y | +550.0% | +249.6% | +300.4% | +196.5% |
| 5Y | +79.0% | +556.6% | -477.6% | -42.0% |
| All | +79.9% | +545.9% | -466.0% | -41.7% |
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