+90.1%
RF vs EME
+529.3%
-439.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.6% |
| 7D | +1.3% | +1.9% | -0.6% | +0.7% |
| 30D | -3.6% | -8.3% | +4.7% | -1.1% |
| 3M | +8.1% | -10.7% | +18.8% | +10.8% |
| 6M | +11.5% | +1.9% | +9.6% | +8.3% |
| YTD | +15.6% | +23.5% | -7.9% | +3.9% |
| 1Y | +15.7% | +18.0% | -2.3% | +3.5% |
| 3Y | +86.9% | +236.1% | -149.2% | -9.1% |
| All | +90.1% | +529.3% | -439.2% | -41.5% |
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