+19.1%
EME vs M
+31.3%
-12.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.2% | +1.7% | -1.7% |
| 7D | +2.7% | -4.1% | +6.8% | +3.4% |
| 30D | -6.8% | -13.6% | +6.8% | -4.6% |
| 3M | -8.8% | -2.3% | -6.5% | -8.8% |
| 6M | +5.0% | +21.9% | -16.9% | +1.1% |
| YTD | +23.5% | -0.6% | +24.1% | +20.9% |
| All | +19.1% | +31.3% | -12.2% | +11.2% |
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