+336.7%
RF vs EME
+1,278.1%
-941.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.7% | -2.4% |
| 7D | +2.7% | +5.2% | -2.5% | 0.0% |
| 30D | -3.4% | -5.4% | +2.0% | -1.0% |
| 3M | +6.4% | -6.1% | +12.5% | +7.0% |
| 6M | +13.4% | +9.7% | +3.8% | +3.8% |
| YTD | +14.2% | +26.6% | -12.3% | -4.5% |
| 1Y | +15.7% | +24.6% | -8.9% | -5.6% |
| 3Y | +91.3% | +249.6% | -158.3% | -27.2% |
| 5Y | +89.8% | +556.6% | -466.8% | -55.2% |
| 10Y | +336.7% | +1,286.6% | -949.9% | -36.3% |
| All | +336.7% | +1,278.1% | -941.4% | -36.3% |
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 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