+1,802.9%
TER vs EME
+1,301.6%
+501.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -3.0% |
| 7D | +9.4% | +0.9% | +8.4% | +8.7% |
| 30D | -2.4% | -8.4% | +6.0% | +3.5% |
| 3M | +6.5% | -3.6% | +10.1% | +11.1% |
| 6M | +23.2% | +3.6% | +19.6% | +25.7% |
| YTD | +91.5% | +22.5% | +69.0% | +78.6% |
| 1Y | +214.8% | +18.2% | +196.6% | +196.5% |
| 3Y | +275.3% | +238.4% | +37.0% | +89.2% |
| 5Y | +211.9% | +550.5% | -338.6% | +7.4% |
| All | +1,802.9% | +1,301.6% | +501.4% | +320.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling