-28.3%
EME vs BUD
+4.7%
-33.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.3% | +5.6% | +2.2% |
| 7D | +4.3% | +0.5% | +3.8% | +4.6% |
| 30D | -14.4% | +7.4% | -21.8% | -11.9% |
| 3M | -18.3% | +4.3% | -22.6% | -17.0% |
| 6M | -28.3% | +5.3% | -33.6% | -26.9% |
| All | -28.3% | +4.7% | -33.1% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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