-2.1%
EME vs BEN
+56.2%
-58.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +4.7% | -14.3% | -11.0% |
| 7D | -5.8% | +6.7% | -12.5% | -7.9% |
| 30D | -17.9% | +3.0% | -20.9% | -18.8% |
| 3M | -22.0% | -4.3% | -17.6% | -20.8% |
| 6M | -29.7% | +16.4% | -46.1% | -32.7% |
| YTD | +4.7% | +46.8% | -42.1% | -8.4% |
| 1Y | -2.1% | +57.3% | -59.5% | -16.7% |
| All | -2.1% | +56.2% | -58.4% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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