-35.8%
EFX vs EME
+575.5%
-611.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.3% | -3.7% | -0.3% |
| 7D | -4.5% | +3.5% | -8.1% | -5.2% |
| 30D | -6.1% | -6.3% | +0.2% | -5.1% |
| 3M | +6.2% | -3.8% | +10.0% | +6.0% |
| 6M | -11.2% | +8.5% | -19.7% | -15.3% |
| YTD | -21.4% | +27.8% | -49.2% | -29.6% |
| 1Y | -34.3% | +22.2% | -56.5% | -41.3% |
| 3Y | -12.5% | +253.5% | -266.0% | -56.5% |
| All | -35.8% | +575.5% | -611.3% | -78.9% |
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