+1,476.1%
UL vs EME
+62,686.5%
-61,210.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -1.4% |
| 7D | -1.3% | +5.2% | -6.5% | -2.1% |
| 30D | +0.9% | -5.4% | +6.3% | +1.6% |
| 3M | +14.2% | -6.1% | +20.3% | +14.4% |
| 6M | -3.2% | +9.7% | -12.8% | -5.7% |
| YTD | -0.3% | +26.6% | -26.9% | -5.5% |
| 1Y | -8.8% | +24.6% | -33.4% | -13.9% |
| 3Y | +23.9% | +249.6% | -225.7% | -5.0% |
| 5Y | +21.4% | +556.6% | -535.2% | -17.8% |
| 10Y | +66.7% | +1,286.6% | -1,220.0% | -4.8% |
| All | +1,476.1% | +62,686.5% | -61,210.3% | +534.2% |
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 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