+584.9%
XYZ vs EME
+905.2%
-320.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.3% | +3.1% |
| 7D | -1.1% | +8.4% | -9.4% | -4.8% |
| 30D | +11.5% | -11.5% | +23.0% | +16.7% |
| 3M | +1.8% | -20.6% | +22.4% | +11.5% |
| 6M | +21.2% | -28.5% | +49.7% | +37.2% |
| YTD | +29.9% | +8.0% | +21.9% | +14.8% |
| 1Y | +35.8% | +6.8% | +29.0% | +20.3% |
| 3Y | +62.6% | +213.9% | -151.3% | -28.3% |
| 5Y | -62.8% | +414.8% | -477.6% | -87.9% |
| All | +584.9% | +905.2% | -320.3% | +52.0% |
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