+152.3%
W vs EME
+1,301.6%
-1,149.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.2% |
| 7D | +0.5% | +0.9% | -0.5% | -0.1% |
| 30D | -5.6% | -8.4% | +2.8% | -0.9% |
| 3M | +41.9% | -3.6% | +45.5% | +41.6% |
| 6M | +30.2% | +3.6% | +26.7% | +22.6% |
| YTD | -2.9% | +22.5% | -25.5% | -18.8% |
| 1Y | +11.6% | +18.2% | -6.6% | -7.7% |
| 3Y | +37.0% | +238.4% | -201.4% | -46.6% |
| 5Y | -62.8% | +550.5% | -613.4% | -90.7% |
| All | +152.3% | +1,301.6% | -1,149.2% | -61.6% |
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