-68.3%
U vs EME
+544.7%
-613.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.7% |
| 7D | +4.4% | +2.7% | +1.6% | +3.0% |
| 30D | -1.3% | -6.8% | +5.5% | +1.7% |
| 3M | +49.6% | -8.8% | +58.4% | +53.3% |
| 6M | +100.2% | +5.0% | +95.2% | +88.3% |
| YTD | -3.7% | +23.5% | -27.2% | -18.7% |
| 1Y | -6.5% | +21.3% | -27.8% | -21.5% |
| 3Y | +12.9% | +241.1% | -228.2% | -56.2% |
| 5Y | -68.3% | +549.2% | -617.4% | -93.8% |
| All | -68.3% | +544.7% | -613.0% | -93.8% |
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 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