+2,950.4%
TER vs EME
+52,338.7%
-49,388.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.3% |
| 7D | -8.9% | -8.8% | -0.1% | -4.2% |
| 30D | -39.1% | -18.2% | -20.9% | -32.3% |
| 3M | -32.8% | -20.2% | -12.5% | -24.1% |
| 6M | -31.7% | -29.9% | -1.8% | -16.8% |
| YTD | +26.9% | +5.7% | +21.2% | +30.2% |
| 1Y | +33.6% | -1.5% | +35.0% | +41.8% |
| 3Y | +181.5% | +208.4% | -26.9% | +74.3% |
| 5Y | +76.1% | +401.9% | -325.8% | -12.9% |
| 10Y | +1,006.2% | +914.2% | +92.0% | +284.2% |
| All | +2,950.4% | +52,338.7% | -49,388.3% | +342.7% |
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 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