-2.1%
EME vs BTG
+24.4%
-26.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +8.7% | -18.4% | -11.0% |
| 7D | -5.8% | -0.2% | -5.6% | -5.8% |
| 30D | -17.9% | -0.8% | -17.1% | -17.8% |
| 3M | -22.0% | +31.8% | -53.8% | -26.4% |
| 6M | -29.7% | +20.4% | -50.1% | -33.0% |
| YTD | +4.7% | +14.7% | -10.0% | -2.9% |
| 1Y | -2.1% | +29.4% | -31.5% | -14.5% |
| All | -2.1% | +24.4% | -26.5% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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