-61.8%
W vs EME
+545.9%
-607.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +1.6% |
| 7D | +5.9% | +2.7% | +3.2% | +4.2% |
| 30D | -3.0% | -6.8% | +3.8% | +0.8% |
| 3M | +40.3% | -8.8% | +49.2% | +45.4% |
| 6M | +32.2% | +5.0% | +27.2% | +22.8% |
| YTD | -0.3% | +23.5% | -23.8% | -18.3% |
| 1Y | +16.2% | +21.3% | -5.1% | -8.1% |
| 3Y | +40.7% | +241.1% | -200.3% | -57.5% |
| All | -61.8% | +545.9% | -607.7% | -94.7% |
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