-6.7%
EFX vs EME
-3.1%
-3.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -9.6% | +12.0% | -0.1% |
| 7D | +9.2% | -5.8% | +15.0% | +7.7% |
| 30D | +34.8% | -17.9% | +52.7% | +29.1% |
| 3M | +8.8% | -22.0% | +30.8% | +3.1% |
| 6M | +12.3% | -29.7% | +42.0% | +7.6% |
| YTD | -10.6% | +4.7% | -15.3% | -15.0% |
| 1Y | -6.7% | -2.1% | -4.6% | -11.5% |
| All | -6.7% | -3.1% | -3.7% | -11.5% |
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