+4,338.1%
TER vs EME
+61,143.5%
-56,805.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.7% | +3.8% | +4.6% |
| 7D | +0.6% | +1.9% | -1.3% | -0.3% |
| 30D | -8.3% | -8.3% | 0.0% | -4.1% |
| 3M | -12.2% | -10.7% | -1.5% | -5.6% |
| 6M | +17.1% | +1.9% | +15.2% | +20.0% |
| YTD | +84.7% | +23.5% | +61.2% | +74.1% |
| 1Y | +199.9% | +18.0% | +182.0% | +187.0% |
| 3Y | +232.8% | +236.1% | -3.3% | +94.6% |
| 5Y | +198.6% | +527.9% | -329.3% | +31.4% |
| 10Y | +1,669.7% | +1,252.8% | +417.0% | +433.1% |
| All | +4,338.1% | +61,143.5% | -56,805.5% | +491.7% |
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