+518.4%
RF vs EME
+49,337.3%
-48,818.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -1.3% |
| 7D | -0.9% | -10.5% | +9.6% | +3.3% |
| 30D | +6.0% | -22.4% | +28.4% | +17.2% |
| 3M | -8.9% | -24.7% | +15.8% | +1.4% |
| 6M | +2.3% | -35.5% | +37.8% | +19.2% |
| YTD | +7.6% | -0.3% | +7.9% | +2.4% |
| 1Y | +21.2% | -6.7% | +27.9% | +18.4% |
| 3Y | +108.5% | +190.6% | -82.1% | +14.1% |
| 5Y | +43.2% | +367.3% | -324.0% | -37.3% |
| 10Y | +288.1% | +954.5% | -666.4% | +19.7% |
| All | +518.4% | +49,337.3% | -48,818.9% | +23.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling