-2.1%
EME vs BR
-14.2%
+12.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +3.0% | -12.6% | -7.9% |
| 7D | -5.8% | +7.0% | -12.8% | -2.0% |
| 30D | -17.9% | +19.0% | -36.9% | -9.3% |
| 3M | -22.0% | +13.1% | -35.1% | -15.7% |
| 6M | -29.7% | +24.6% | -54.3% | -18.8% |
| YTD | +4.7% | -13.6% | +18.3% | +6.0% |
| 1Y | -2.1% | -13.1% | +11.0% | 0.0% |
| All | -2.1% | -14.2% | +12.1% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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