-22.1%
RMD vs EME
+545.9%
-568.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.2% |
| 7D | -4.7% | +2.7% | -7.5% | -5.1% |
| 30D | +0.2% | -6.8% | +7.0% | +1.0% |
| 3M | +12.0% | -8.8% | +20.8% | +13.0% |
| 6M | -12.5% | +5.0% | -17.5% | -14.2% |
| YTD | -7.9% | +23.5% | -31.4% | -12.6% |
| 1Y | -20.4% | +21.3% | -41.7% | -25.0% |
| 3Y | +53.1% | +241.1% | -187.9% | +5.4% |
| All | -22.1% | +545.9% | -568.1% | -58.3% |
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 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