+3,287.7%
EFX vs EME
+62,686.5%
-59,398.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.5% | -5.6% | -3.7% |
| 7D | -7.8% | +5.2% | -13.0% | -9.0% |
| 30D | -5.7% | -5.4% | -0.4% | -4.8% |
| 3M | +2.5% | -6.1% | +8.6% | +2.3% |
| 6M | -16.7% | +9.7% | -26.3% | -20.6% |
| YTD | -20.2% | +26.6% | -46.8% | -27.1% |
| 1Y | -31.4% | +24.6% | -56.0% | -37.7% |
| 3Y | -10.5% | +249.6% | -260.1% | -39.5% |
| 5Y | -35.2% | +556.6% | -591.8% | -62.9% |
| 10Y | +40.2% | +1,286.6% | -1,246.5% | -35.8% |
| All | +3,287.7% | +62,686.5% | -59,398.8% | +894.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling