+238.8%
EME vs DBX
+25.2%
+213.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.9% |
| 7D | +0.9% | -1.8% | +2.8% | +1.1% |
| 30D | -8.4% | +2.8% | -11.2% | -8.6% |
| 3M | -3.6% | +26.8% | -30.4% | -6.1% |
| 6M | +3.6% | +32.8% | -29.2% | -0.3% |
| YTD | +22.5% | +26.1% | -3.6% | +19.2% |
| 1Y | +18.2% | +14.1% | +4.1% | +17.6% |
| All | +238.8% | +25.2% | +213.7% | +209.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 3y: compounded portfolio wealth divided by compounded DBX 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…
3y analysis · Full analysis span regression · 6 months rolling