+564.5%
RF vs EME
+61,143.5%
-60,579.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.8% |
| 7D | +1.3% | +1.9% | -0.6% | +0.5% |
| 30D | -3.6% | -8.3% | +4.7% | -0.2% |
| 3M | +8.1% | -10.7% | +18.8% | +11.0% |
| 6M | +11.5% | +1.9% | +9.6% | +7.3% |
| YTD | +15.6% | +23.5% | -7.9% | +1.6% |
| 1Y | +15.7% | +18.0% | -2.3% | +1.6% |
| 3Y | +86.9% | +236.1% | -149.2% | -2.6% |
| 5Y | +89.8% | +527.9% | -438.1% | -26.2% |
| 10Y | +344.7% | +1,252.8% | -908.1% | +24.6% |
| All | +564.5% | +61,143.5% | -60,579.0% | +22.0% |
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