-25.6%
EFX vs EME
+19.7%
-45.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.7% | -8.1% | -6.1% |
| 7D | -8.6% | +1.9% | -10.5% | -8.3% |
| 30D | +0.1% | -8.3% | +8.4% | -1.3% |
| 3M | +3.8% | -10.7% | +14.6% | +4.0% |
| 6M | -13.5% | +1.9% | -15.4% | -13.5% |
| YTD | -17.7% | +23.5% | -41.1% | -18.3% |
| 1Y | -25.6% | +18.0% | -43.5% | -24.1% |
| All | -25.6% | +19.7% | -45.3% | -24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling