+72.4%
UBER vs EME
+876.2%
-803.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.3% | -5.5% | -2.9% |
| 7D | -5.4% | +3.5% | -8.9% | -6.8% |
| 30D | -4.9% | -6.3% | +1.4% | -2.9% |
| 3M | +3.0% | -3.8% | +6.8% | +2.3% |
| 6M | -4.4% | +8.5% | -12.9% | -10.8% |
| YTD | -12.3% | +27.8% | -40.1% | -25.0% |
| 1Y | -24.3% | +22.2% | -46.5% | -35.2% |
| 3Y | +46.4% | +253.5% | -207.0% | -33.1% |
| 5Y | +79.7% | +578.6% | -499.0% | -45.0% |
| All | +72.4% | +876.2% | -803.8% | -61.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling