-73.3%
U vs EME
+410.0%
-483.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.5% | +5.8% | +5.5% |
| 7D | +2.6% | +8.4% | -5.8% | -1.2% |
| 30D | +27.6% | -11.5% | +39.0% | +33.3% |
| 3M | +15.3% | -20.6% | +36.0% | +26.3% |
| 6M | +96.4% | -28.5% | +124.9% | +123.8% |
| YTD | +19.6% | +8.0% | +11.6% | +5.6% |
| 1Y | +42.1% | +6.8% | +35.4% | +26.1% |
| 3Y | +87.5% | +213.9% | -126.4% | -30.0% |
| All | -73.3% | +410.0% | -483.3% | -95.2% |
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