-2.1%
EME vs M
+36.6%
-38.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +7.6% | -17.3% | -10.5% |
| 7D | -5.8% | +8.3% | -14.0% | -6.8% |
| 30D | -17.9% | +14.2% | -32.1% | -19.6% |
| 3M | -22.0% | -1.1% | -20.9% | -22.0% |
| 6M | -29.7% | +36.6% | -66.3% | -33.7% |
| YTD | +4.7% | +19.8% | -15.1% | -1.2% |
| 1Y | -2.1% | +37.2% | -39.3% | -12.1% |
| All | -2.1% | +36.6% | -38.7% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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