+3.6%
EME vs BTG
+0.3%
+3.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.5% | -0.3% |
| 7D | +0.9% | -5.8% | +6.7% | +1.9% |
| 30D | -8.4% | +5.7% | -14.1% | -9.5% |
| 3M | -3.6% | +38.1% | -41.7% | -10.4% |
| 6M | +3.6% | +0.3% | +3.2% | +3.1% |
| All | +3.6% | +0.3% | +3.2% | +3.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling