+213.9%
EME vs M
+158.0%
+55.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.7% |
| 7D | +8.4% | +7.0% | +1.3% | +7.3% |
| 30D | -11.5% | +8.9% | -20.4% | -12.8% |
| 3M | -20.6% | +4.5% | -25.1% | -21.4% |
| 6M | -28.5% | +36.2% | -64.7% | -32.2% |
| YTD | +8.0% | +15.1% | -7.1% | +4.5% |
| 1Y | +6.8% | +27.4% | -20.7% | +1.5% |
| 3Y | +213.9% | +160.1% | +53.8% | +163.3% |
| All | +213.9% | +158.0% | +55.9% | +163.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling