+62.5%
T vs EME
+905.2%
-842.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +2.5% | +8.4% | -5.8% | +1.4% |
| 30D | -3.8% | -11.5% | +7.7% | -2.3% |
| 3M | -8.7% | -20.6% | +11.9% | -6.1% |
| 6M | -8.1% | -28.5% | +20.4% | -4.3% |
| YTD | -6.4% | +8.0% | -14.5% | -10.3% |
| 1Y | -9.8% | +6.8% | -16.5% | -13.4% |
| 3Y | +65.5% | +213.9% | -148.4% | +13.6% |
| 5Y | +57.0% | +414.8% | -357.9% | -10.3% |
| All | +62.5% | +905.2% | -842.7% | -28.7% |
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