+67.7%
V vs EME
+544.7%
-477.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | 0.0% |
| 7D | -2.9% | +2.7% | -5.6% | -3.3% |
| 30D | +1.9% | -6.8% | +8.7% | +2.7% |
| 3M | +13.2% | -8.8% | +22.1% | +14.1% |
| 6M | +16.7% | +5.0% | +11.7% | +14.0% |
| YTD | +5.4% | +23.5% | -18.1% | -0.7% |
| 1Y | +7.7% | +21.3% | -13.7% | +0.4% |
| 3Y | +52.0% | +241.1% | -189.1% | +1.4% |
| 5Y | +67.7% | +549.2% | -481.4% | -16.2% |
| All | +67.7% | +544.7% | -477.0% | -16.2% |
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